AutoregressionMDE
Minimum Distance Estimation in Autoregressive Model
Consider autoregressive model of order p where the distribution function of innovation is unknown, but innovations are independent and symmetrically distributed. The package contains a function named ARMDE which takes X (vector of n observations) and p (order of the model) as input argument and returns minimum distance estimator of the parameters in the model.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | AutoregressionMDE_1.0.tar.gz |
20.3 KiB |
1.0 |
rolling linux/noble R-4.5 | AutoregressionMDE_1.0.tar.gz |
20.2 KiB |
1.0 |
rolling source/ R- | AutoregressionMDE_1.0.tar.gz |
9.4 KiB |
1.0 |
latest linux/jammy R-4.5 | AutoregressionMDE_1.0.tar.gz |
20.3 KiB |
1.0 |
latest linux/noble R-4.5 | AutoregressionMDE_1.0.tar.gz |
20.2 KiB |
1.0 |
latest source/ R- | AutoregressionMDE_1.0.tar.gz |
9.4 KiB |
1.0 |
2026-04-26 source/ R- | AutoregressionMDE_1.0.tar.gz |
9.4 KiB |
1.0 |
2026-04-23 source/ R- | AutoregressionMDE_1.0.tar.gz |
9.4 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | AutoregressionMDE_1.0.zip |
22.4 KiB |
1.0 |
2025-04-20 source/ R- | AutoregressionMDE_1.0.tar.gz |
9.4 KiB |