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.

Install the latest version of this package by entering the following in R:
install.packages("AutoregressionMDE")
AuthorJiwoong Kim [aut, cre]
Date of publication2015-09-14 09:12:45
MaintainerJiwoong Kim <kimjiwo2@stt.msu.edu>
LicenseGPL-2
Version1.0

View on CRAN

Files

inst
inst/LegendreTable.csv
NAMESPACE
R
R/ARMDE.R
MD5
DESCRIPTION
man
man/ARMDE.Rd

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