vahidnassiri/fastAR1: Estimating AR1 covariance structure.
Estimating parameters of a model with correlated error with first order autoregressive (AR1) structure for their covariance matrix.
Getting started
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Package details |
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| Author | Vahid Nassiri |
| Maintainer | vnassiri <vahid.nassiri@openanalytics.eu> |
| License | GPL (>=2) |
| Version | 0.1-0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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