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AutoregressionMDE
View on CRAN: Click
here
Download and install AutoregressionMDE package within the R console
Install from CRAN:
install.packages("AutoregressionMDE")
Install from Github:
library("remotes")
install_github("cran/AutoregressionMDE") Install by package version:
library("remotes")
install_version("AutoregressionMDE", "1.0") Attach the package and use:
library("AutoregressionMDE")
Maintained by
Jiwoong Kim
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-09-14
Latest Update: 2015-09-14
Description:
Consider autoregressive model of order p where the distribution function of innovation is unknown, but innovations are independent and symmetrically distributed. The package contains a function named ARMDE which takes X (vector of n observations) and p (order of the model) as input argument and returns minimum distance estimator of the parameters in the model.
How to cite:
Jiwoong Kim (2015). AutoregressionMDE: Minimum Distance Estimation in Autoregressive Model. R package version 1.0, https://cran.r-project.org/web/packages/AutoregressionMDE. Accessed 07 Jun. 2026.
Previous versions and publish date:
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Complete documentation for AutoregressionMDE
Functions, R codes and Examples using
the AutoregressionMDE R package
Some associated functions: ARMDE .
Some associated R codes: ARMDE.R . Full AutoregressionMDE package functions and examples
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