Package: AutoregressionMDE
Title: Minimum Distance Estimation in Autoregressive Model
Version: 1.0
Authors@R: person("Jiwoong", "Kim", email = "kimjiwo2@stt.msu.edu", role = c("aut", "cre"))
Description: Consider autoregressive model of order p where the distribution function of innovation is unknown, but innovations are independent and symmetrically distributed. The package contains a function named ARMDE which takes X (vector of n observations) and p (order of the model) as input argument and returns minimum distance estimator of the parameters in the model.
Depends: R (>= 3.2.2)
License: GPL-2
LazyData: true
NeedsCompilation: no
Packaged: 2015-09-14 05:48:40 UTC; Jason
Author: Jiwoong Kim [aut, cre]
Maintainer: Jiwoong Kim <kimjiwo2@stt.msu.edu>
Repository: CRAN
Date/Publication: 2015-09-14 09:12:45
Built: R 4.6.0; ; 2026-04-25 16:41:49 UTC; unix
