cents: Censored time series

Fit censored time series

Author
A.I. McLeod, Nagham M. Mohammad, Justin Veenstra and Abdel El-Shaarawi
Date of publication
2014-08-26 22:14:53
Maintainer
A.I. McLeod <aim@stats.uwo.ca>
License
GPL (>= 2)
Version
0.1-41

View on CRAN

Man pages

ar1est0
Exact mle ar-parameter in AR(1) with known mean zero.
boot.Cenarma
parametric bootstrap for Cenarma object
cenarma
Censored arma estimation
CM
Censored mean and standard deviation in normal samples
Erf
Error functions and its complement
EZL
Expected value in left or right truncated normal distribution
fitar1
Exact MLE for mean and AR-parmeter in AR(1)
fitcar1
Fit AR(1) model with censoring and missing values
NiagaraToxic
Successive readings of a toxic substance in the Niagara River...
plot.cents
Plot method for "cents" object
print.Cenarma
Plot method for "cents" object
rcarma
Simulate censored arma time series
scenNID
mle estimation of singly-left-censored data using AS 138
se.Cenarma
Bootstrap se for Cenarma object
summary.cents
Summary method for 'cents'
tacvfARMA
Computes TACVF

Files in this package

cents
cents/src
cents/src/Makevars
cents/src/cents.f
cents/src/tacf.c
cents/NAMESPACE
cents/data
cents/data/NiagaraToxic.rda
cents/R
cents/R/boot.Cenarma.R
cents/R/print.Cenarma.R
cents/R/cenarma.R
cents/R/ar1est0.R
cents/R/plot.cents.R
cents/R/se.Cenarma.R
cents/R/fitar1.R
cents/R/rcarma.R
cents/R/summary.cents.R
cents/R/fitcar1.R
cents/R/scenNID.R
cents/R/CM.R
cents/R/EZRL.R
cents/R/tacfARMA.R
cents/MD5
cents/DESCRIPTION
cents/man
cents/man/NiagaraToxic.Rd
cents/man/plot.cents.Rd
cents/man/fitar1.Rd
cents/man/tacvfARMA.Rd
cents/man/EZL.Rd
cents/man/CM.Rd
cents/man/Erf.Rd
cents/man/print.Cenarma.Rd
cents/man/se.Cenarma.Rd
cents/man/cenarma.Rd
cents/man/summary.cents.Rd
cents/man/rcarma.Rd
cents/man/boot.Cenarma.Rd
cents/man/ar1est0.Rd
cents/man/scenNID.Rd
cents/man/fitcar1.Rd