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AutoregressionMDE

1.0

Minimum Distance Estimation in Autoregressive Model

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test coverage
13/13checks pass

Overview

About
Maintained by Jiwoong KimFirst published 2015-09-141 releasesCRAN page ↗

Consider autoregressive model of order p where the distribution function of innovation is unknown, but innovations are independent and symmetrically distributed. The package contains a function named ARMDE which takes X (vector of n observations) and p (order of the model) as input argument and returns minimum distance estimator of the parameters in the model.

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Health

CRAN checks
13OK
Slowest check: 40 s · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
0
Dependencies · direct
Check history
  • OK2026-04-25
    12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-03-10
    11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
100%

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Dependencies

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Depends (1)
R >= 3.2.2
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none
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Suggests (0)
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Enhances (0)
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Code & Tests

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Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0Latest
    2026-03-10 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2015-09-14
Total releases
1 / 11 yrs
License
GPL-2 OSI
Minimum R
≥ 3.2.2
Download size
9.6 KB
Installed size
not tracked yet
With dependencies
not tracked yet
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