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
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Package details |
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| Author | Kustosz, Christoph; Szugat, Sebastian |
| Maintainer | "Szugat, Sebastian" <szugat@statistik.tu-dortmund.de> |
| License | GPL-2 |
| Version | 1.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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