PWD-package: Time Series Regression Using the Power Weighted Densities...

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 <[email protected]>


McCarthy, Daniel; Jensen, Shane. "Power Weighted Densities for Time Series Data." December 2015. Available at arXiv:

PWD documentation built on May 30, 2017, 1:41 a.m.