| Name : R-tsqn
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:33:26
|
| Group : Development/Libraries/Other
| Source RPM : R-tsqn-1.0.0-lp153.2.13.src.rpm
|
| Size : 0.06 MB
| |
| Packager : (none)
| |
| Summary : Applications of the Qn Estimator to Time Series (Univariate and Multivariate)
|
Description :
Time Series Qn is a package with applications of the Qn estimator of
Rousseeuw and Croux (1993) < doi:10.1080/01621459.1993.10476408> to
univariate and multivariate Time Series in time and frequency domains.
More specifically, the robust estimation of autocorrelation or
autocovariance matrix functions from Ma and Genton (2000, 2001)
< doi:10.1111/1467-9892.00203>, < doi:10.1006/jmva.2000.1942> and Cotta
(2017) < doi:10.13140/RG.2.2.14092.10883> are provided. The robust
pseudo-periodogram of Molinares et. al. (2009)
< doi:10.1016/j.jspi.2008.12.014> is also given. This packages also
provides the M-estimator of the long-memory parameter d based on the
robustification of the GPH estimator proposed by Reisen et al. (2017)
< doi:10.1016/j.jspi.2017.02.008>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
