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gmwmx  

Estimate Functional and Stochastic Parameters of Linear Models with Correlated Residuals
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("gmwmx", "1.0.3")



Attach the package and use:
library("gmwmx")
Maintained by
Lionel Voirol
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-08-14
Latest Update: 2023-03-20
Description:
Implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX) presented in Cucci, D. A., Voirol, L., Kermarrec, G., Montillet, J. P., and Guerrier, S. (2023) . The GMWMX estimator allows to estimate functional and stochastic parameters of linear models with correlated residuals. The 'gmwmx' package provides functions to estimate, compare and analyze models, utilities to load and work with Global Navigation Satellite System (GNSS) data as well as methods to compare results with the Maximum Likelihood Estimator (MLE) implemented in Hector.
How to cite:
Lionel Voirol (2022). gmwmx: Estimate Functional and Stochastic Parameters of Linear Models with Correlated Residuals. R package version 1.0.3, https://cran.r-project.org/web/packages/gmwmx. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0.0 (2022-08-14 09:20), 1.0.1 (2022-08-22 11:20), 1.0.2 (2022-09-01 18:10)
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