Revision 97cfa01c1cd33f99f14073b7e32670c5d01c1e46 authored by A.I. McLeod on 01 September 2007, 00:00:00 UTC, committed by Gabor Csardi on 01 September 2007, 00:00:00 UTC
0 parent
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
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