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acfMPeriod

1.1.0

Robust Estimation of the ACF from the M-Periodogram

0packages depend
5.2Kdownloads / year
66.7%test coverage
13/13checks pass

Overview

About
Maintained by Higor CottaFirst published 2019-07-232 releasesCRAN page ↗

Non-robust and robust computations of the sample autocovariance (ACOVF) and sample autocorrelation functions (ACF) of univariate and multivariate processes. The methodology consists in reversing the diagonalization procedure involving the periodogram or the cross-periodogram and the Fourier transform vectors, and, thus, obtaining the ACOVF or the ACF as discussed in Fuller (1995) doi:10.1002/9780470316917. The robust version is obtained by fitting robust M-regressors to obtain the M-periodogram or M-cross-periodogram as discussed in Reisen et al. (2017) doi:10.1016/j.jspi.2017.02.008.

Install

Health

CRAN checks
13OK
Slowest check: 11.2 min · r-oldrel-macos-x86_64
Code health
Yes
Tests · ratio 0.19
66.7%
Coverage · measured lines
100%
Documentation · exports
1
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-25
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • WARNING2026-03-18
    9 OK · 4 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-03-10
    9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
67%

Downloads

5.2K
CRAN downloads in the past year
Rank #5,669 · ~14/day · ~434/mo
Daily download trend is not available in this view yet.
36030 days
1.4K90 days
5.2K1 year
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Also on136 r2u44 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (2)
R >= 3.2.2MASS
Imports (0)
none
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (4)
Maintainer (1)
Author, Maintainer
Authors (4)
Author, Maintainer
Listed in earlier versions (1)
no longer listed · 1.1.0
Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.1.0Latest
    2026-03-18 · current release · diff ↗
  • 1.0.0
    2026-03-10
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2019-07-23
Total releases
2 / 7 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.2.2
Download size
395 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("acfMPeriod")
Cotta, H., Bondon, P., Lévy-Leduc, C., & Reisen, V. (2026). acfMPeriod: Robust Estimation of the ACF from the M-Periodogram (Version 1.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.acfMPeriod

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for acfMPeriod version 1.1.0 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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