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.


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Reference manual

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install.packages("PWD")

1.0 by Daniel McCarthy, 3 years ago


http://www-stat.wharton.upenn.edu/~danielmc/


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