Time Series Regression Using the Power Weighted Densities (PWD) Approach


[Up] [Top]

Documentation for package ‘PWD’ version 1.0

Help Pages

PWD-package Time Series Regression Using the Power Weighted Densities (PWD) Approach
alphahat_LR_one_Rcpp Estimates PWD Parameter alpha by Maximum Marginal Predictive Likelihood
bhat.func Compute PWD Regression Coefficients Given alpha
loglik.norm.LR.Rcpp Compute Marginal Predictive Loglikelihood of Data Given alpha
logliknormLR Fast Computation of Marginal Predictive Loglikelihood
PWD Time Series Regression Using the Power Weighted Densities (PWD) Approach