Other packages > Find by keyword >

EstemPMM  

Polynomial Maximization Method for Non-Gaussian Regression
View on CRAN: Click here


Download and install EstemPMM package within the R console
Install from CRAN:
install.packages("EstemPMM")

Install from Github:
library("remotes")
install_github("cran/EstemPMM")

Install by package version:
library("remotes")
install_version("EstemPMM", "0.1.1")



Attach the package and use:
library("EstemPMM")
Maintained by
Serhii Zabolotnii
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-11-07
Latest Update: 2025-11-07
Description:
Implements the Polynomial Maximization Method ('PMM') for parameter estimation in linear and time series models when error distributions deviate from normality. The 'PMM2' variant achieves lower variance parameter estimates compared to ordinary least squares ('OLS') when errors exhibit significant skewness. Includes methods for linear regression, 'AR'/'MA'/'ARMA'/'ARIMA' models, and bootstrap inference. Methodology described in Zabolotnii, Warsza, and Tkachenko (2018) <doi:10.1007/978-3-319-77179-3_75>, Zabolotnii, Tkachenko, and Warsza (2022) <doi:10.1007/978-3-031-03502-9_37>, and Zabolotnii, Tkachenko, and Warsza (2023) <doi:10.1007/978-3-031-25844-2_21>.
How to cite:
Serhii Zabolotnii (2025). EstemPMM: Polynomial Maximization Method for Non-Gaussian Regression. R package version 0.1.1, https://cran.r-project.org/web/packages/EstemPMM. Accessed 06 Jun. 2026.
Previous versions and publish date:
0.1.1 (2025-11-07 14:50), 0.3.1 (2026-04-07 07:20), 0.3.2 (2026-05-15 22:10)
Other packages that cited EstemPMM R package
View EstemPMM citation profile
Other R packages that EstemPMM depends, imports, suggests or enhances
Complete documentation for EstemPMM
Functions, R codes and Examples using the EstemPMM R package
Full EstemPMM package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

rwavelet  
Wavelet Analysis
Perform wavelet analysis (orthogonal,translation invariant, tensorial, 1-2-3d transforms, thresholdi ...
Download / Learn more Package Citations See dependency  
BALLI  
Expression RNA-Seq Data Analysis Based on Linear Mixed Model
Analysis of gene expression RNA-seq data using Bartlett-Adjusted Likelihood-based LInear model (BALL ...
Download / Learn more Package Citations See dependency  
worrrd  
Generate Wordsearch and Crossword Puzzles
Generate wordsearch and crossword puzzles using custom lists of words (and clues).Make them easy or ...
Download / Learn more Package Citations See dependency  
IAPWS95  
Thermophysical Properties of Water and Steam
An implementation of the International Association for the Properties of Water (IAPWS) Formulation ...
Download / Learn more Package Citations See dependency  
odbc  
Connect to ODBC Compatible Databases (using the DBI Interface)
A DBI-compatible interface to ODBC databases. ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,820

Author Associations

27,205

Publication Badges

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