"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 "Serra", "Krivobokova" and "Rosales" (2018) for details.


Reference manual

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4.13 by John Barrera, 9 months ago

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

Authors: Francisco Rosales , Tatyana Krivobokova , Paulo Serra.

Documentation:   PDF Manual  

GPL-2 license

Imports Brobdingnag, parallel, nlme, Matrix, MASS, splines, Rcpp

Linking to Rcpp, RcppArmadillo

See at CRAN