Description Details Author(s) References
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: | PWD |
Type: | Package |
Version: | 1.0 |
Date: | 2016-02-27 |
License: | GPL-3 |
Daniel McCarthy
Maintainer: Daniel McCarthy <danielm@wharton.upenn.edu>
McCarthy, Daniel; Jensen, Shane. "Power Weighted Densities for Time Series Data." December 2015. Available at arXiv: http://arxiv.org/abs/1412.4059
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