Description Details Author(s) References See Also
Allows for serial dependence diagrams applicable to both linear and nonlinear time series.
Package: | SDD |
Type: | Package |
Version: | 1.2 |
Date: | 2015-02-24 |
License: | GNU-2 |
Luca Bagnato, Lucio De Capitani, Angelo Mazza and Antonio Punzo
Maintainer: Angelo Mazza a.mazza@unict.it
Bagnato L, De Capitani L, Mazza A, Punzo A (2015). SDD: An R Package for Serial Dependence Diagrams. Journal of Statistical Software, 64(2), 1-19. URL: http://www.jstatsoft.org/v64/c02/
Bagnato L, De Capitani L, Punzo A (2013a). Improving the autodependogram using the Kulback-Leibler divergence. arXiv:1306.5006 [stat.ME], URL: http://arxiv.org/pdf/1306.5006v1.pdf
Bagnato L, De Capitani L, Punzo A (2013b). Testing Serial Independence via Density-Based Measures of Divergence. Methodology and Computing in Applied Probability, 16(3), 627-641.
Bagnato L, De Capitani L, Punzo A (2014). Detecting Serial Dependencies with the Reproducibility Probability Autodependogram. Advances in Statistical Analysis, 98(1), 35-61.
Bagnato L, Punzo A (2010). On the Use of χ^2 Test to Check Serial Independence. Statistica & Applicazioni, VIII(1), 57-74.
Bagnato L, Punzo A (2012). Checking Serial Independence of Residuals from a Nonlinear Model. In W Gaul, A Geyer-Shulz, L Schmidt-Thieme, J Kunze (eds.), Challenges at the Interface of Data Analysis, Computer Science, and Optimization, volume XIV of Studies in Classification, Data Analysis and Knowledge Organization, pp. 203-211. Springer-Verlag, Berlin Heidelberg.
Bagnato L, Punzo A, Nicolis O (2012). The autodependogram: a graphical device to investigate serial dependencies. Journal of Time Series Analysis, 33(2), 233-254.
Bagnato L, Punzo A (2013). Using the Autodependogram in Model Diagnostic Checking. In N Torelli, F Pesarin, A Bar-Hen (eds.), Advances in Theoretical and Applied Statistics, volume XIX of Studies in Theoretical and Applied Statistics, pp. 129-139. Springer-Verlag, Berlin Heidelberg.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.