Man pages for pedrognicolau/ARbiascorrect-v1
AR Bias Correction for short time series
| ar.pacf2phi | Convert partial autocorrelation coefficients to... |
| ar.phi2pacf | Convert autoregressive coeffients to partial autocorrelation... |
| biascorrect | AR Bias Correction for short time series |
| eval.g.ar1 | Evaluates the sum of the Hermite polynomials (ar1) |
| eval.g.ar2 | Evaluate sum of Hermite polynomials for g(pacf1) and g(pacf2) |
| eval.g.sn | Evaluate separate regression model for each of the... |
| f.copula | Find samples using Copula approach to preserve correlation |
| f.correct.ar1 | Corrects the bias of autoregressive coefficients for AR(1) |
| f.correct.ar2 | Corrects the bias of autoregressive coefficients for AR(2) |
| f_order | AR(1) and AR(2): Defining map etc for K=3 order regression |
| f.orig | Find original estimate for coefficients if time series is... |
| g | Find product of Hermite polynomials in two-dimensional case |
| hermite | Computes hermite polynomial of order k<5 |
| i2t | Inverse Logit transformation |
| pacf2phi | Apply ar.pacf2phi to pacf matrix |
| phi2pacf | Apply ar.phi2pacf to pacf matrix |
| print_errors | Prints errors |
| t2i | Logit transformation |
