Other packages > Find by keyword >

IndGenErrors  

Tests of Independence Between Innovations of Generalized Error Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("IndGenErrors", "0.1.4")



Attach the package and use:
library("IndGenErrors")
Maintained by
Bruno N Remillard
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-06-30
Latest Update: 2023-06-30
Description:
Computation of test statistics of independence between (continuous) innovations of time series. They Can be used with stochastic volatility models and Hidden Markov Models (HMM). This improves the results in Duchesne, Ghoudi & Remillard (2012) .
How to cite:
Bruno N Remillard (2023). IndGenErrors: Tests of Independence Between Innovations of Generalized Error Models. R package version 0.1.4, https://cran.r-project.org/web/packages/IndGenErrors
Previous versions and publish date:
No previous versions
Other packages that cited IndGenErrors R package
View IndGenErrors citation profile
Other R packages that IndGenErrors depends, imports, suggests or enhances
Functions, R codes and Examples using the IndGenErrors R package
Full IndGenErrors 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

risksetROC  
Riskset ROC Curve Estimation from Censored Survival Data
Compute time-dependent Incident/dynamic accuracy measures (ROC curve, AUC, integrated AUC )from cen ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
highMLR  
Feature Selection for High Dimensional Survival Data
Perform high dimensional Feature Selection in the presence of survival outcome. Based on Feature Se ...
Download / Learn more Package Citations See dependency  
tpr  
Temporal Process Regression
Regression models for temporal process responses with time-varying coefficient. ...
Download / Learn more Package Citations See dependency  
proftools  
Profile Output Processing Tools for R
Tools for examining Rprof profile output. ...
Download / Learn more Package Citations See dependency  
ContRespPP  
Predictive Probability for a Continuous Response with an ANOVA Structure
A Bayesian approach to using predictive probability in an ANOVA construct with a continuous normal ...
Download / Learn more Package Citations See dependency  

22,299

R Packages

189,944

Dependencies

55,238

Author Associations

22,300

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns