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AutoregressionMDE: Minimum Distance Estimation in Autoregressive Model

Consider autoregressive model of order p where the distribution function of innovation is unknown, but innovations are independent and symmetrically distributed. The package contains a function named ARMDE which takes X (vector of n observations) and p (order of the model) as input argument and returns minimum distance estimator of the parameters in the model.

Version: 1.0
Depends: R (≥ 3.2.2)
Published: 2015-09-14
Author: Jiwoong Kim [aut, cre]
Maintainer: Jiwoong Kim <kimjiwo2 at stt.msu.edu>
License: GPL-2
NeedsCompilation: no
CRAN checks: AutoregressionMDE results

Documentation:

Reference manual: AutoregressionMDE.pdf

Downloads:

Package source: AutoregressionMDE_1.0.tar.gz
Windows binaries: r-devel: AutoregressionMDE_1.0.zip, r-release: AutoregressionMDE_1.0.zip, r-oldrel: AutoregressionMDE_1.0.zip
macOS binaries: r-release (arm64): AutoregressionMDE_1.0.tgz, r-oldrel (arm64): AutoregressionMDE_1.0.tgz, r-release (x86_64): AutoregressionMDE_1.0.tgz, r-oldrel (x86_64): AutoregressionMDE_1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
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