PWD: Time Series Regression Using the Power Weighted Densities (PWD) Approach
Version 1.0

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]
Date of publication2016-02-29 18:39:30
MaintainerDaniel McCarthy <[email protected]>
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 30, 2017, 1:41 a.m.