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AutoregressionMDE  

Minimum Distance Estimation in Autoregressive Model
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]
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 23 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited AutoregressionMDE R package
View AutoregressionMDE citation profile
Other R packages that AutoregressionMDE depends, imports, suggests or enhances
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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