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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. Accessed 22 Dec. 2024.
Previous versions and publish date:
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Functions, R codes and Examples using the IndGenErrors R package
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