PWD (version 1.0)

PWD-package: 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.

Details

Package:

PWD

Type:

Package

Version:

1.0

Date:

2016-02-27

License:

GPL-3

References

McCarthy, Daniel; Jensen, Shane. "Power Weighted Densities for Time Series Data." December 2015. Available at arXiv: http://arxiv.org/abs/1412.4059