dbacf
Autocovariance Estimation via Difference-Based Methods
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-Gómez (2023) <doi:10.48550/arXiv.1905.04578>. Bias-reducing, second-order, (m+1)-gapped, difference-based estimator is based on I. Tecuapetla-Gómez and A. Munk (2017) <doi:10.1111/sjos.12256>. Robust autocovariance estimator for change point regression with autoregressive errors is based on S. Chakar et al. (2017) <doi:10.3150/15-BEJ782>. It also includes a general projection-based method for covariance matrix estimation.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.8 |
rolling linux/jammy R-4.5 | dbacf_0.2.8.tar.gz |
47.6 KiB |
0.2.8 |
rolling linux/noble R-4.5 | dbacf_0.2.8.tar.gz |
47.6 KiB |
0.2.8 |
rolling source/ R- | dbacf_0.2.8.tar.gz |
11.1 KiB |
0.2.8 |
latest linux/jammy R-4.5 | dbacf_0.2.8.tar.gz |
47.6 KiB |
0.2.8 |
latest linux/noble R-4.5 | dbacf_0.2.8.tar.gz |
47.6 KiB |
0.2.8 |
latest source/ R- | dbacf_0.2.8.tar.gz |
11.1 KiB |
0.2.8 |
2026-04-26 source/ R- | dbacf_0.2.8.tar.gz |
11.1 KiB |
0.2.8 |
2026-04-23 source/ R- | dbacf_0.2.8.tar.gz |
11.1 KiB |
0.2.8 |
2026-04-09 windows/windows R-4.5 | dbacf_0.2.8.zip |
50.2 KiB |
0.2.8 |
2025-04-20 source/ R- | dbacf_0.2.8.tar.gz |
11.1 KiB |