Man pages for ChrisKust/rexpar
Simplicial Depth for Explosive Autoregressive Processes

changepoints_lin1Change-point detection for a linear AR(1) model without...
changepoints_lin2Change-point detection for a linear AR(1) model with...
changepoints_lin2_clChange-point detection for a linear AR(1) model with...
convex_hull_intersectIntersections of convex hulls
convex_hull_plotConvex hull plot for two dimensional data
draw_from_depthRandom number generation based on empirical simplicial depth
dS1_lin1_testTest based on dS1 for explosive AR(1) processes without...
dS1_lin2dS1 for AR(1) with intercept
dS1_lin2_testTest based on dS1 for explosive AR(1) processes with...
dS1_nlin2dS1 for the non-linear AR(1) model with intercept
dS1_nlin2_testTest based on dS1 for explosive nonlinear AR(1) processes...
dS1_nlin2_test_bTest based on dS1 for explosive nonlinear AR(1) processes...
dS1_nlin_testTest based on dS1 for explosive nonlinear AR(1) processes
dS2_lin1_testTest based on dS1 for explosive AR(1) processes without...
dS2_lin2dS2 for AR(1) with intercept
dS2_lin2_symdS for AR(1) with two parameters in a symmetrised version
dS2_lin2_testTest based on dS2 for explosive AR(1) processes with...
dS2_nlin2dS2 for the non-linear AR(1) model with intercept
dS2_nlin2_testTest based on dS1 for explosive nonlinear AR(1) processes...
dS2_nlin_testTest based on dS1 for explosive nonlinear AR(1) processes
dS3_lin1_testTest based on dS1 for explosive AR(1) processes without...
dS3_lin2dS3 for AR(1) with intercept
dS3_lin2_testTest based on dS3 for explosive AR(1) processes with...
dS3_nlin2dS3 for the non-linear AR(1) model with intercept
dS3_nlin2_testTest based on dS1 for explosive non-linear AR(1) processes...
dS3_nlin_testTest based on dS1 for explosive nonlinear AR(1) processes
dS_lin1Simplicial depth for explosive AR(1) processes without...
dS_lin1_testTest based on dS for explosive AR(1) processes without...
dS_lin2Simplicial depth for explosive AR(1) processes
dS_lin2_loopStraightforward calculation of simplicial depth for AR(1)...
dS_lin2_testTest based on dS for explosive AR(1) processes with intercept
dS_nlin_testTest based on dS for explosive nonlinear AR(1) processes with...
Ele_NormDistance measures
eps_indCalculation of a point inside of a triangle
eps_ind_distCalculation of a point inside of a triangle
est_lin1Estimation for linear AR(1) models without intercept by...
est_lin2Estimation for linear AR(1) models with intercept by...
est_nlin1Estimation for non-linear AR(1) models by simplicial depth
exact_lim_dS3linApproximation of the exact distribution of dS3 for two...
exact_lim_dS3nlinApproximation of the exact distribution of dS3 for three...
find1Auxilliary covariance function
find2Auxilliary covariance function
follow_upsPostprocessing for changepoint detection
intfun2Covariance function integral
inv_triInverted triagonal matrix
LimitApproxApproximation of the integrated limit based on a simulated...
lin1_CIConfidence regions for linar AR(1) processes with intercept...
lin1_thetaCandidate point evaluation for simplicial depth in the linear...
lin1_theta_epsCandidate point evaluation for simplicial depth in the linear...
lin2_CIConfidence regions for linar AR(1) processes with intercept...
lin2_CI_clConfidence regions for linar AR(1) processes with intercept...
lin2_theta_fCandidate point evaluation for simplicial depth in the linear...
mindCalculation of a point inside of a triangle
muVecMean vector function for limit process
nlin1_theta_fCandidate point evaluation for simplicial depth in the...
nlin_CIConfidence regions for non-linar AR(1) processes with...
ols_explOLS Estimation for explosive AR(1) processes with intercept
ols_testOLS test for the two sided alternative for parameters of an...
ols_tsOLS test statisitic for explosive AR(1) processes
onerMain evaluation of the dS statistic
oner_symMain evaluation of a symmetrised simplicial depth statistic...
power_olsPower of an OLS test for explosive AR processes
predict_lin1Bootstrap prediction for linear AR(1) model without intercept
predict_lin1_extraBootstrap prediction for linear AR(1) model without intercept
predict_lin1_sBootstrap prediction for linear AR(1) model without intercept
qvalsQuantiles of the limit distribution of simplicial depth for...
RandomARMod_lin2Ramdom AR(1) Series with Intercept
RandomARMod_linar2Ramdom linear AR(2) Series
RandomARMod_nlin1Ramdom non-linear AR(1) Series
RandomARMod_nlin2Ramdom non-linear AR(1) Series with three paramters
resARMod_lin2Reisduals of an linar AR(1) process
resARMod_linar2Residuals of a AR(2) process without intercept
resARMod_nlin1Residuals of a non-linear autoregressive process without...
rexpar-packagerexpar - Robust Methods for Explosive Autoregressive...
sigmaMatCalculation of covariance matrix for the limit process of...
simLimitSimulation of the final limit process from simplicial depth...
SimQunatsSimulated quantiles of the limit for simplicial depth based...
simulateGPSimulation of the gaussian limit process from simplicial...
straight_intersectIntersection of two straights
Tri_EpsCalculation of candidates, restricted for faster estimation...
Tri_Eps_distCalculation of candidates, restricted for faster estimation...
Tri_MidCalculation of candidates, restricted for faster estimation...
Tri_Mid_n1Calculation of candidates, restricted for faster estimation...
ChrisKust/rexpar documentation built on May 6, 2019, 11:48 a.m.