AutoregressionMDE
1.0Minimum Distance Estimation in Autoregressive Model
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–test coverage
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Overview
About
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
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-03-1011 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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2.5K
CRAN downloads in the past year
Rank #19,805 · ~7/day · ~211/mo
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18930 days
60890 days
2.5K1 year
Also on110 r2u29 autocran
Dependencies
Declared dependencies
0 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.2.2
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
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0indirect
Nothing depends on this yet.
Code & Tests
People & History
Package Timeline
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.0Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
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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