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cmrutils - Misc Functions of the Center for Mathematical Research
A collection of useful helper routines developed by students of the Center for Mathematical Research, Stankin, Moscow.
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3.18 score 1 dependents 6 scripts 100 downloadsmar1s - Multiplicative AR(1) with Seasonal Processes
Multiplicative AR(1) with Seasonal is a stochastic process model built on top of AR(1). The package provides the following procedures for MAR(1)S processes: fit, compose, decompose, advanced simulate and predict.
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2.70 score 9 scripts 62 downloads