Other packages > Find by keyword >

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 21 Nov. 2024.
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
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

SCBiclust  
Identifies Mean, Variance, and Hierarchically Clustered Biclusters
Identifies a bicluster, a submatrix of the data such that the features and observations within the s ...
Download / Learn more Package Citations See dependency  
crossrun  
Joint Distribution of Number of Crossings and Longest Run
Joint distribution of number of crossings and the longest run in a series of independent Bernoulli ...
Download / Learn more Package Citations See dependency  
RcppHNSW  
'Rcpp' Bindings for 'hnswlib', a Library for Approximate Nearest Neighbors
'Hnswlib' is a C++ library for Approximate Nearest Neighbors. This package provides a minimal R int ...
Download / Learn more Package Citations See dependency  
deductive  
Data Correction and Imputation Using Deductive Methods
Attempt to repair inconsistencies and missing values in data records by using information from vali ...
Download / Learn more Package Citations See dependency  
pkgdepends  
Package Dependency Resolution and Downloads
Find recursive dependencies of 'R' packages from various sources. Solve the dependencies to obtain ...
Download / Learn more Package Citations See dependency  
kgschart  
KGS Rank Graph Parser
Restore underlining numeric data from rating history graph of KGS (an online platform of the game o ...
Download / Learn more Package Citations See dependency  

23,229

R Packages

199,929

Dependencies

62,984

Author Associations

23,230

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA