Provides a simple and trustworthy methodology for the analysis of misreported continuous time series. See Mori<U+00F1>a, D, Fern<U+00E1>ndez-Fontelo, A, Caba<U+00F1>a, A, Puig P. (2021) <https://arxiv.org/abs/2003.09202v2>.
| Package: | MisRepARMA |
| Type: | Package |
| Version: | 0.0.2 |
| Date: | 2021-07-14 |
| License: | GPL version 2 or newer |
| LazyLoad: | yes |
The package implements function fitMisRepARMA,
which is able to fit an ARMA time series model to misreported data, and the function
reconstruct which is able to reconstruct the most likely real series.
Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application. Cambridge University Press.
Kunsch, H.R. (1989) The jackknife and the bootstrap for general stationary observations. Annals of Statistics, 17, 1217<U+2013>1241.
Mori<U+00F1>a, D., Fern<U+00E1>ndez-Fontelo, A., Caba<U+00F1>a, A., Puig, P. (2021): New statistical model for misreported data with application to current public health challenges. arXiv preprint (https://arxiv.org/pdf/2003.09202.pdf)
Politis, D.N. and Romano, J.P. (1994) The stationary bootstrap. Journal of the American Statistical Association, 89, 1303<U+2013>1313.