WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-fit
This packages contains the Weighted Portmanteau Tests as
described in "New Weighted Portmanteau Statistics for Time
Series Goodness-of-Fit Testing' accepted for publication by the
Journal of the American Statistical Association.
Version: |
1.0 |
Published: |
2012-05-24 |
Author: |
Thomas J. Fisher and Colin M. Gallagher |
Maintainer: |
Thomas J. Fisher <fishertho at umkc.edu> |
License: |
GPL (≥ 3) |
NeedsCompilation: |
no |
In views: |
TimeSeries |
CRAN checks: |
WeightedPortTest results |
Documentation:
Downloads:
Reverse dependencies:
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