ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

We introduce simplicial depth statistics for explosive AR(1) processes. The package implements robust statistics, estimators, tests and confidence intervals. Further changepoint detection and prediction methods for simple processes are available.

Getting started

Package details

AuthorKustosz, Christoph; Szugat, Sebastian
Maintainer"Szugat, Sebastian" <[email protected]>
License GPL-2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
ChrisKust/rexpar documentation built on June 2, 2017, 1:14 a.m.