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.
Last updated 7 years ago
3.18 score 1 dependents 5 scripts 298 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.
Last updated 7 years ago
2.70 score 8 scripts 217 downloads