https://github.com/cran/ltsa
Raw File
Tip revision: 139a71301dddbf83946703cc6ac3c725eb46da8e authored by A.I. McLeod on 08 January 2008, 15:06:55 UTC
version 1.1
Tip revision: 139a713
INDEX
		  FUNCTIONS

DLAcfToAR                 AR coefficients, partial autocorrelations, predictor variances
DLLoglikelihood           Durbin-Levinson loglikelihood computation
DLResiduals		  Prediction residuals
DHSimulate		  Simulation with the Davies-Harte method
DLSimulate		  Simulation using the Durbin-Levinson recursion
is.toeplitz               Test if symmetric Toeplitz matrix
PredictionVariance	  Variance of the forecasts
SimGLP                    Simulate general linear time series, nonGaussian
ToeplitzInverseUpdate     Update matrix inverse
TrenchForecast		  Minimum mean-square error forecasts and sd
TrenchInverse             Inverse of Toeplitz matrix 
TrenchLoglikelihood       Loglikelihood via Trench algorithm
TrenchMean		  MLE for mean



back to top