PWD: Time Series Regression Using the Power Weighted Densities (PWD) Approach

Contains functions which allow the user to perform time series regression quickly using the Power Weighted Densities (PWD) approach. alphahat_LR_one_Rcpp() is the main workhorse function within this package.

Package details

AuthorDaniel McCarthy [aut, cre, ctb]
MaintainerDaniel McCarthy <danielmc@wharton.upenn.edu>
LicenseGPL-3
Version1.0
URL http://www-stat.wharton.upenn.edu/~danielmc/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PWD")

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PWD documentation built on May 2, 2019, 10:21 a.m.