Man pages for matthewclegg/partialAR
Partial Autoregression

as.data.frame.par.fitConvert a fit of the PAR model to a single row data.frame
estimate.parEstimates the parameters of a partially autoregressive fit...
fit.parFit a partially autoregressive model
kalman.gain.parKalman gain matrix of the partially autoregressive model
likelihood_ratio.parComputes log likelihood ratio for partial autoregressive...
loglik.parNegative log likelihood of a partially autoregressive fit
partialAR-packagePartial autoregression
pvmr.parProportion of variance attributable to mean reversion
rparRandom partially autoregressive sequence
sample.likelihood_ratio.parGenerates random samples of the likelihood ratio for the...
statehistory.parEstimates hidden states of a partially autoregressive model
test.parLikelihood ratio test for partially autoregressive model
which.hypothesis.partestReturns the preferred hypothesis when testing for partial...
matthewclegg/partialAR documentation built on May 21, 2019, 1 p.m.