Nothing
AutoregressionMDE: Minimum Distance Estimation in Autoregressive Model
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.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Jiwoong Kim [aut, cre] |
| Maintainer | Jiwoong Kim <kimjiwo2@stt.msu.edu> |
| License | GPL-2 |
| Version | 1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the AutoregressionMDE package in your browser
Any scripts or data that you put into this service are public.
