ltsa: Linear Time Series Analysis

Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.

AuthorA.I. McLeod, Hao Yu, Zinovi Krougly
Date of publication2015-12-21 08:55:04
MaintainerA.I. McLeod <aimcleod@uwo.ca>
LicenseGPL (>= 2)
Version1.4.6
http://www.stats.uwo.ca/faculty/aim

View on CRAN

Files

ltsa
ltsa/inst
ltsa/inst/CITATION
ltsa/inst/doc
ltsa/inst/doc/index.html
ltsa/inst/doc/v23i05_table14.R
ltsa/inst/doc/index_files
ltsa/inst/doc/index_files/themedata.thmx
ltsa/inst/doc/index_files/preview.wmf
ltsa/inst/doc/index_files/colorschememapping.xml
ltsa/inst/doc/index_files/filelist.xml
ltsa/inst/doc/v23i05.pdf
ltsa/inst/doc/v23i05_table12.R
ltsa/inst/doc/v23i05_table15b.R
ltsa/inst/doc/v23i05_table15a.R
ltsa/src
ltsa/src/trenchQF.c
ltsa/src/vecmat.c
ltsa/src/nrutil.h
ltsa/src/DLSim.c
ltsa/src/trenchInv.c
ltsa/src/fromWedgeStorage.c
ltsa/src/trenchR.c
ltsa/src/durlev.c
ltsa/src/upperWedge.c
ltsa/src/DLar.c
ltsa/src/nrutil.c
ltsa/src/trenchDet.c
ltsa/src/DLResid.c
ltsa/src/trenchR.h
ltsa/NAMESPACE
ltsa/NEWS
ltsa/R
ltsa/R/PredictionVariance.R ltsa/R/DLAcfToAR.R ltsa/R/TrenchLoglikelihood.R ltsa/R/is.toeplitz.R ltsa/R/DLLoglikelihood.R ltsa/R/DLSimulate.R ltsa/R/DHSimulate.R ltsa/R/innovationVariance.R
ltsa/R/SimGLP.r
ltsa/R/ltsa-internal.R ltsa/R/exactLoglikelihood.R ltsa/R/TrenchInverse.R ltsa/R/DLResiduals.R ltsa/R/ToeplitzInverseUpdate.R ltsa/R/TrenchForecast.R ltsa/R/TrenchMean.R ltsa/R/tacvfARMA.R
ltsa/MD5
ltsa/DESCRIPTION
ltsa/man
ltsa/man/DLResiduals.Rd ltsa/man/TrenchLoglikelihood.Rd ltsa/man/tacvfARMA.Rd ltsa/man/ltsa-package.Rd ltsa/man/DLAcfToAR.Rd ltsa/man/SimGLP.Rd ltsa/man/is.toeplitz.Rd ltsa/man/innovationVariance.Rd ltsa/man/TrenchForecast.Rd ltsa/man/DLLoglikelihood.Rd ltsa/man/ToeplitzInverseUpdate.Rd ltsa/man/TrenchMean.Rd ltsa/man/TrenchInverse.Rd ltsa/man/DHSimulate.Rd ltsa/man/DLSimulate.Rd ltsa/man/exactLoglikelihood.Rd ltsa/man/PredictionVariance.Rd

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.