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acfMPeriod  

Robust Estimation of the ACF from the M-Periodogram
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("acfMPeriod", "1.1.0")



Attach the package and use:
library("acfMPeriod")
Maintained by
Higor Cotta
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-07-23
Latest Update: 2019-07-23
Description:
Non-robust and robust computations of the sample autocovariance (ACOVF) and sample autocorrelation functions (ACF) of univariate and multivariate processes. The methodology consists in reversing the diagonalization procedure involving the periodogram or the cross-periodogram and the Fourier transform vectors, and, thus, obtaining the ACOVF or the ACF as discussed in Fuller (1995) . The robust version is obtained by fitting robust M-regressors to obtain the M-periodogram or M-cross-periodogram as discussed in Reisen et al. (2017) .
How to cite:
Higor Cotta (2019). acfMPeriod: Robust Estimation of the ACF from the M-Periodogram. R package version 1.1.0, https://cran.r-project.org/web/packages/acfMPeriod. Accessed 27 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:16), 1.0.0 (2019-07-23 16:22)
Other packages that cited acfMPeriod R package
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Other R packages that acfMPeriod depends, imports, suggests or enhances
Complete documentation for acfMPeriod
Functions, R codes and Examples using the acfMPeriod R package
Some associated functions: CovCorMPer . CovCorPer . CrossPeriodogram . MCrossPeriodogram . MPerACF . MPerioReg . PerACF . PerioReg . plot.robacf . 
Some associated R codes: CovCorMPer.R . CovCorPer.R . CrossPeriodogram.R . Gmat.R . MCrossPeriodogram.R . MPerACF.R . MPerioReg.R . PerACF.R . PerioReg.R . plot_rob_acf.R .  Full acfMPeriod package functions and examples
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