CRAN

AutoregressionMDE 1.0

Minimum Distance Estimation in Autoregressive Model

Released Sep 14, 2015 by Jiwoong Kim [aut, cre]

This package can be loaded by Renjin but all tests failed.

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>AutoregressionMDE</artifactId>
    <version>1.0-b29</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:AutoregressionMDE')

Test Results

This package was last tested against Renjin 0.8.2523 on Nov 14, 2017.

Source

R

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Release History