Consider autoregressive model of order p where the distribution function of innovation is unknown, but innovations are independent and symmetrically distributed. The package contains a function named ARMDE which takes X (vector of n observations) and p (order of the model) as input argument and returns minimum distance estimator of the parameters in the model.
| Version: | 1.0 |
| Depends: | R (≥ 3.2.2) |
| Published: | 2015-09-14 |
| DOI: | 10.32614/CRAN.package.AutoregressionMDE |
| Author: | Jiwoong Kim [aut, cre] |
| Maintainer: | Jiwoong Kim <kimjiwo2 at stt.msu.edu> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | AutoregressionMDE results |
| Reference manual: | AutoregressionMDE.html , AutoregressionMDE.pdf |
| Package source: | AutoregressionMDE_1.0.tar.gz |
| Windows binaries: | r-devel: AutoregressionMDE_1.0.zip, r-release: AutoregressionMDE_1.0.zip, r-oldrel: AutoregressionMDE_1.0.zip |
| macOS binaries: | r-release (arm64): AutoregressionMDE_1.0.tgz, r-oldrel (arm64): AutoregressionMDE_1.0.tgz, r-release (x86_64): AutoregressionMDE_1.0.tgz, r-oldrel (x86_64): AutoregressionMDE_1.0.tgz |
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