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MisRepARMA: Misreported Time Series Analysis
Provides a simple and trustworthy methodology for the analysis of
misreported continuous time series using either a frequentist
(bootstrap-based EM algorithm) or a Bayesian (MCMC via JAGS) approach.
The frequentist method is described in Morina et al. (2021)
<doi:10.1038/s41598-021-02620-5>. The Bayesian extension fits the same
ARMA model with misreporting structure using a full posterior distribution,
providing credible intervals and DIC for model comparison, as described in
Morina et al. (2024) <doi:10.1101/2024.02.26.24303373>.
Documentation:
Downloads:
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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[aut, cre],
Amanda Fernández-Fontelo [aut],
Alejandra Cabaña [aut],
Pedro Puig [aut],
Biel Abarca Galván [aut]