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"Empirical Bayes Smoothing Splines with Correlated Errors"

Presents a statistical method that uses a recursive algorithm for signal extraction. The method handles a non-parametric estimation for the correlation of the errors. See "Krivobokova", "Serra", "Rosales" and "Klockmann" (2021) <arXiv:1812.06948> for details.

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VersionRepositoryFileSize
4.17 rolling source/ R- eBsc_4.17.tar.gz 15.6 KiB
4.17 latest source/ R- eBsc_4.17.tar.gz 15.6 KiB
4.17 2026-04-09 windows/windows R-4.5 eBsc_4.17.zip 457.7 KiB

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