EstemPMM

Documentation

[{"label":"EstemPMM.html","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/refman/EstemPMM.html"},{"label":"EstemPMM.pdf","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/EstemPMM.pdf"},{"label":"Bootstrap Inference for PMM2 Models","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/bootstrap_inference.html"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/bootstrap_inference.Rmd"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/bootstrap_inference.R"},{"label":"Introduction to PMM2: Polynomial Maximization Method","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm2_introduction.html"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm2_introduction.Rmd"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm2_introduction.R"},{"label":"PMM2 for Time Series: AR, MA, ARMA, ARIMA, and Seasonal Models","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm2_time_series.html"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm2_time_series.Rmd"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm2_time_series.R"},{"label":"PMM3: Linear Regression for Symmetric Platykurtic Errors","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm3_symmetric_errors.html"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm3_symmetric_errors.Rmd"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm3_symmetric_errors.R"},{"label":"PMM3 for Time Series: AR, MA, ARMA, and ARIMA Models","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm3_time_series.html"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm3_time_series.Rmd"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/pmm3_time_series.R"},{"label":"Seasonal Time Series Models with PMM2","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/seasonal_models.html"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/seasonal_models.Rmd"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/EstemPMM/vignettes/seasonal_models.R"}]

Reference manual: EstemPMM.html , EstemPMM.pdf Vignettes: Bootstrap Inference for PMM2 Models ( source , R code ) Introduction to PMM2: Polynomial Maximization Method ( source , R code ) PMM2 for Time Series: AR, MA, ARMA, ARIMA, and Seasonal Models ( source , R code ) PMM3: Linear Regression for Symmetric Platykurtic Errors ( source , R code ) PMM3 for Time Series: AR, MA, ARMA, and ARIMA Models ( source , R code ) Seasonal Time Series Models with PMM2 ( source , R code )

Downloads

[{"label":"EstemPMM_0.3.2.tar.gz","section":"","type":"","url":"https://cran.r-project.org/src/contrib/EstemPMM_0.3.2.tar.gz"},{"label":"EstemPMM_0.3.2.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.7/EstemPMM_0.3.2.zip"},{"label":"EstemPMM_0.3.2.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.6/EstemPMM_0.3.2.zip"},{"label":"EstemPMM_0.3.2.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.5/EstemPMM_0.3.2.zip"},{"label":"EstemPMM_0.3.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/sonoma-arm64/contrib/4.6/EstemPMM_0.3.2.tgz"},{"label":"EstemPMM_0.3.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-arm64/contrib/4.5/EstemPMM_0.3.2.tgz"},{"label":"EstemPMM_0.3.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.6/EstemPMM_0.3.2.tgz"},{"label":"EstemPMM_0.3.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.5/EstemPMM_0.3.2.tgz"},{"label":"EstemPMM archive","section":"","type":"","url":"https://CRAN.R-project.org/src/contrib/Archive/EstemPMM"}]

Package source: EstemPMM_0.3.2.tar.gz Windows binaries: r-devel: EstemPMM_0.3.2.zip , r-release: EstemPMM_0.3.2.zip , r-oldrel: EstemPMM_0.3.2.zip macOS binaries: r-release (arm64): EstemPMM_0.3.2.tgz , r-oldrel (arm64): EstemPMM_0.3.2.tgz , r-release (x86_64): EstemPMM_0.3.2.tgz , r-oldrel (x86_64): EstemPMM_0.3.2.tgz Old sources: EstemPMM archive

Linking

[{"label":"https://CRAN.R-project.org/package=EstemPMM","section":"","type":"","url":"https://CRAN.R-project.org/package=EstemPMM"}]

Please use the canonical form https://CRAN.R-project.org/package=EstemPMM to link to this page.