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dbacf  

Autocovariance Estimation via Difference-Based Methods
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("dbacf", "0.2.8")



Attach the package and use:
library("dbacf")
Maintained by
Inder Tecuapetla-Gómez
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-06-29
Latest Update: 2023-06-29
Description:
Provides methods for (auto)covariance/correlation function estimation in change point regression with stationary errors circumventing the pre-estimation of the underlying signal of the observations. Generic, first-order, (m+1)-gapped, difference-based autocovariance function estimator is based on M. Levine and I. Tecuapetla-G
How to cite:
Inder Tecuapetla-Gómez (2023). dbacf: Autocovariance Estimation via Difference-Based Methods. R package version 0.2.8, https://cran.r-project.org/web/packages/dbacf. Accessed 06 Aug. 2026.
Previous versions and publish date:
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Complete documentation for dbacf
Functions, R codes and Examples using the dbacf R package
Some associated functions: dbacf-package . dbacf . dbacf_AR1 . nearPDToeplitz . plot.dbacf . projectToeplitz . symBandedToeplitz . 
Some associated R codes: auxFunctions.R . dbacf-package.R . dbacf.R . dbacf_AR1.R . nearPDToeplitz.R . projectToeplitz.R . symBandedToeplitz.R .  Full dbacf package functions and examples
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