WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-fit

This packages contains the Weighted Portmanteau Tests as described in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing' accepted for publication by the Journal of the American Statistical Association.

AuthorThomas J. Fisher and Colin M. Gallagher
Date of publication2012-05-24 06:24:13
MaintainerThomas J. Fisher <fishertho@umkc.edu>
LicenseGPL (>= 3)
Version1.0

View on CRAN

Files

WeightedPortTest
WeightedPortTest/MD5
WeightedPortTest/man
WeightedPortTest/man/Weighted.Box.test.Rd WeightedPortTest/man/Weighted.LM.test.Rd WeightedPortTest/man/WeightedPortTest-package.Rd
WeightedPortTest/NAMESPACE
WeightedPortTest/R
WeightedPortTest/R/WeightedPortTest.R
WeightedPortTest/DESCRIPTION

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.