https://github.com/cran/ltsa
Raw File
Tip revision: 78f723c2b3cb9fea2e63beb1ee3db9c9efa2b7ee authored by A.I. McLeod on 13 August 2010, 00:00:00 UTC
version 1.3
Tip revision: 78f723c
NAMESPACE
useDynLib(ltsa)

export("DHSimulate",
"DLAcfToAR",
"DLLoglikelihood",
"DLResiduals",
"DLSimulate",
"exactLoglikelihood",
"PredictionVariance",
"innovationVariance",
"SimGLP",
"ToeplitzInverseUpdate",
"TrenchForecast",
"TrenchInverse",
"TrenchLoglikelihood",
"TrenchMean",
"is.toeplitz",
"tacvfARMA")
importFrom("stats", "ARMAtoMA", "convolve", "fft", "rnorm", "toeplitz")
importFrom("stats", "ar", "spec.pgram")
back to top