Files in vrunge/ARRWestim
Estimation of the parameters for the ARRW (Autoregressive AR(1) and Random Walk) model for time-series
.Rbuildignore
.gitignore
ARRWestim.Rproj
DESCRIPTION
NAMESPACE
R/dataGenerator.R
R/estimators.R
R/l2Threshold.R
R/plot.R
R/simulations.R
README.md
data/df1.RData
data/df2.RData
data/df3.RData
data/df_2stage.RData
man/bestParameters.Rd
man/cost.Rd
man/dataRWAR.Rd
man/estimVar.Rd
man/evalEtaNu.Rd
man/l2Threshold.Rd
man/plotRWAR.Rd
man/plotRWARdiff.Rd
man/plotVarVarEstim.Rd
man/scenarioGenerator.Rd
simulations/df1.RData
simulations/df2.RData
simulations/df3.RData
simulations/df_2stage.RData
simulations/figures10and11.R
simulations/max_likelihood_estimation.R
simulations/oneExample.R
simulations/simulations_F1_dataForFigure10.R
simulations/simulations_F1_dataForFigure11.R
