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R package for modelization of Functional AutoRegressive processes
In collaboration with Serge Guillas, I write a paper called Estimation and simulation of autoregressive Hilbertian processes with exogenous variables which introduced application of ARH models, also known as FAR (Functional AutoRegressive processes).
We write this library during this work and decided to freely distribute it as this work is now finished.
This library include modelizations and previsions functions for Functional AutoRegressive processes using nonparametric methods: functional kernel,estimation of the covariance operator in a subspace, …
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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