PWD (version 1.0)

Time Series Regression Using the Power Weighted Densities (PWD) Approach

Description

Contains functions which allow the user to perform time series regression quickly using the Power Weighted Densities (PWD) approach. alphahat_LR_one_Rcpp() is the main workhorse function within this package.

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Version

Install

install.packages('PWD')

Monthly Downloads

Version

1.0

License

GPL-3

Maintainer

Daniel McCarthy

Last Published

February 29th, 2016

Functions in PWD (1.0)

loglik.norm.LR.Rcpp

Compute Marginal Predictive Loglikelihood of Data Given alpha

PWD-package

Time Series Regression Using the Power Weighted Densities (PWD) Approach

logliknormLR

Fast Computation of Marginal Predictive Loglikelihood

alphahat_LR_one_Rcpp

Estimates PWD Parameter alpha by Maximum Marginal Predictive Likelihood

bhat.func

Compute PWD Regression Coefficients Given alpha