Name : R-dbacf
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Version : 0.2.8
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : lp153.1.5
| Date : 2024-06-14 11:06:03
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Group : Development/Libraries/Other
| Source RPM : R-dbacf-0.2.8-lp153.1.5.src.rpm
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Size : 0.05 MB
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Packager : (none)
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Summary : Autocovariance Estimation via Difference-Based Methods
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Description :
Provides methods for (auto)covariance/correlation function estimation in change point regression with stationary errors circumventing the pre-estimation of the underlying signal of the observations. Generic, first-order, (m+1)-gapped, difference-based autocovariance function estimator is based on M. Levine and I. Tecuapetla-Gómez (2023) < doi:10.48550/arXiv.1905.04578>. Bias-reducing, second-order, (m+1)-gapped, difference-based estimator is based on I. Tecuapetla-Gómez and A. Munk (2017) < doi:10.1111/sjos.12256>. Robust autocovariance estimator for change point regression with autoregressive errors is based on S. Chakar et al. (2017) < doi:10.3150/15-BEJ782>. It also includes a general projection-based method for covariance matrix estimation.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |