Package: dbacf
Version: 0.2.8
Date: 2023-06-27
Title: Autocovariance Estimation via Difference-Based Methods
Authors@R: person("Inder", "Tecuapetla-Gómez", 
  email = "itecuapetla@conabio.gob.mx",
  role = c("aut", "cre"))
Author: Inder Tecuapetla-Gómez [aut, cre]
Maintainer: Inder Tecuapetla-Gómez
 <itecuapetla@conabio.gob.mx>
Description: Provides methods for (auto)covariance/correlation function estimation 
    in change point regression with stationary errors circumventing the pre-estimation
    of the underlying signal of the observations. Generic, first-order, (m+1)-gapped,
    difference-based autocovariance function estimator is based on M. Levine and I. Tecuapetla-Gómez (2023) <doi:10.48550/arXiv.1905.04578>. Bias-reducing, second-order, (m+1)-gapped, 
    difference-based estimator is based on I. Tecuapetla-Gómez and A. Munk (2017) 
    <doi:10.1111/sjos.12256>. Robust autocovariance estimator for change point regression with autoregressive errors is based on S. Chakar et al. (2017) <doi:10.3150/15-BEJ782>. 
    It also includes a general projection-based method for covariance matrix estimation.
License: GPL (>= 2)
Encoding: UTF-8
Imports: Matrix
Depends: R (>= 2.15.3)
NeedsCompilation: no
Packaged: 2023-06-27 18:18:26 UTC; itecuapetla
RoxygenNote: 7.2.0
Repository: CRAN
Date/Publication: 2023-06-29 14:30:16 UTC
Built: R 4.6.0; ; 2026-04-27 08:36:24 UTC; unix
