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 |