Time Series Regression Using the Power Weighted Densities (PWD) Approach

Contains functions which allow the user to perform time series regression quickly using the Power Weighted Densities (PWD) approach. alphahat_LR_one_Rcpp() is the main workhorse function within this package.


Reference manual

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1.0 by Daniel McCarthy, 5 years ago


Browse source code at https://github.com/cran/PWD

Authors: Daniel McCarthy [aut, cre, ctb]

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp, stats, graphics

Linking to Rcpp, RcppArmadillo

See at CRAN