MisRepARMA-package: Misreported time series analysis

Description Details Author(s) References See Also


Provides a simple and trustworthy methodology for the analysis of misreported continuous time series. See Moriña, D, Fernández-Fontelo, A, Cabaña, A, Puig P. (2021) <https://arxiv.org/abs/2003.09202v2>.


Package: MisRepARMA
Type: Package
Version: 0.0.2
Date: 2021-07-14
License: GPL version 2 or newer
LazyLoad: yes

The package implements function fitMisRepARMA, which is able to fit an ARMA time series model to misreported data, and the function reconstruct which is able to reconstruct the most likely real series.


David Moriña, Amanda Fernández-Fontelo, Alejandra Cabaña, Pedro Puig

Mantainer: David Moriña Soler <dmorina@ub.edu>


Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application. Cambridge University Press.

Kunsch, H.R. (1989) The jackknife and the bootstrap for general stationary observations. Annals of Statistics, 17, 1217–1241.

Moriña, D., Fernández-Fontelo, A., Cabaña, A., Puig, P. (2021): New statistical model for misreported data with application to current public health challenges. arXiv preprint (https://arxiv.org/pdf/2003.09202.pdf)

Politis, D.N. and Romano, J.P. (1994) The stationary bootstrap. Journal of the American Statistical Association, 89, 1303–1313.

See Also

MisRepARMA-package, fitMisRepARMA, reconstruct

MisRepARMA documentation built on July 14, 2021, 9:07 a.m.