Learn R Programming

simts (version 0.1.1)

simts-package: simts: Time Series Analysis Tools

Description

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

Arguments

Details

The data sets in this package may change at a moments notice.

Package: simts
Type: Package
Version: 1.0
Date: 2018-09-15
License: GPL

See Also

Useful links: