eBsc: "Empirical Bayes Smoothing Splines with Correlated Errors"

Presents a statistical method that uses a recursive algorithm for signal extraction. The method handles a non-parametric estimation for the correlation of the errors. See "Krivobokova", "Serra", "Rosales" and "Klockmann" (2021) <arXiv:1812.06948> for details.

Package details

AuthorFrancisco Rosales, Tatyana Krivobokova, Paulo Serra.
MaintainerFrancisco Rosales <francisco.rosales-marticorena@protonmail.com>
LicenseGPL-2
Version4.17
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("eBsc")

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eBsc documentation built on May 31, 2023, 5:40 p.m.