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.

Author
Daniel McCarthy [aut, cre, ctb]
Date of publication
2016-02-29 18:39:30
Maintainer
Daniel McCarthy <danielmc@wharton.upenn.edu>
License
GPL-3
Version
1.0
URLs

View on CRAN

Man pages

alphahat_LR_one_Rcpp
Estimates PWD Parameter alpha by Maximum Marginal Predictive...
bhat.func
Compute PWD Regression Coefficients Given alpha
logliknormLR
Fast Computation of Marginal Predictive Loglikelihood
loglik.norm.LR.Rcpp
Compute Marginal Predictive Loglikelihood of Data Given alpha
PWD-package
Time Series Regression Using the Power Weighted Densities...

Files in this package

PWD
PWD/src
PWD/src/Makevars
PWD/src/PWD_rcpp.cpp
PWD/src/RcppExports.cpp
PWD/NAMESPACE
PWD/R
PWD/R/functions-code.R
PWD/R/RcppExports.R
PWD/MD5
PWD/DESCRIPTION
PWD/man
PWD/man/PWD-package.Rd
PWD/man/loglik.norm.LR.Rcpp.Rd
PWD/man/alphahat_LR_one_Rcpp.Rd
PWD/man/bhat.func.Rd
PWD/man/logliknormLR.Rd