acfMPeriod
Robust Estimation of the ACF from the M-Periodogram
Description
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>.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 24, 2026
WARNING 9 OK · 4 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Mar 17, 2026
CRAN incoming feasibility
Maintainer: ‘Higor Cotta <cotta.higor@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Higor",
family = "Cotta",
role = c("aut", "cre"),
...[truncated]...
person(given = "Pascal",
family = "Bondon",
role = "aut"),
person(given = "Céline",
family = "Lévy-Leduc",
role = "aut"))
as necessary.
CRAN incoming feasibility
Maintainer: ‘Higor Cotta <cotta.higor@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Higor",
family = "Cotta",
role = c("aut", "cre"),
...[truncated]...
person(given = "Pascal",
family = "Bondon",
role = "aut"),
person(given = "Céline",
family = "Lévy-Leduc",
role = "aut"))
as necessary.
whether package can be installed
Found the following significant warnings: Warning: package 'MASS' was built under R version 4.6.0 See 'd:/Rcompile/CRANpkg/local/4.5/acfMPeriod.Rcheck/00install.out' for details.
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Higor Cotta <cotta.higor@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Higor",
family = "Cotta",
role = c("aut", "cre"),
...[truncated]...
person(given = "Pascal",
family = "Bondon",
role = "aut"),
person(given = "Céline",
family = "Lévy-Leduc",
role = "aut"))
as necessary.
CRAN incoming feasibility
Maintainer: ‘Higor Cotta <cotta.higor@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Higor",
family = "Cotta",
role = c("aut", "cre"),
...[truncated]...
person(given = "Pascal",
family = "Bondon",
role = "aut"),
person(given = "Céline",
family = "Lévy-Leduc",
role = "aut"))
as necessary.
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory