(BSD-3-Clause AND GPL-3.0 AND BSD-2-Clause AND MIT AND GPL-2.0 AND AGPL-3.0 AND CC-BY-SA-4.0 AND Artistic-2.0 AND LGPL-2.1 AND LGPL-3.0)
Estimate Procedure in Case of First Order Autocorrelation
Solve first order autocorrelation problems using an iterative method. This procedure estimates both autocorrelation and beta coefficients recursively until we reach the convergence (8th decimal as default). The residuals are computed after estimating Beta using EGLS approach and Rho is estimated using the previous residuals.
acquired package info from repodata DB: repodata/69e709f4d2852d98f12867a74015d19384fe2727ff670fd70178cdde80b1e77e-primary.sqlite.bz2
A collection of tests, data sets and examples for diagnostic checking in linear regression models in R.
The minimal R components necessary for a functional runtime
A language and environment for statistical computing and graphics. R is similar to the award-winning S system, which was developed at Bell Laboratories by John Chambers et al. It provides a wide variety of statistical and graphical techniques (linear and nonlinear modelling, statistical tests, time series analysis, classification, clustering, ...). R is designed as a true computer language with control-flow constructions for iteration and alternation, and it allows users to add additional functionality by defining new functions. For computationally intensive tasks, C, C++ and Fortran code can be linked and called at run time.