CRAN

AutoregressionMDE 1.0

Minimum Distance Estimation in Autoregressive Model

Released Sep 14, 2015 by Jiwoong Kim

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-b37</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

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 0.9.2689 on Aug 26, 2018.

ARMDE-examples

Source

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