Seasonal Functional Autoregressive Models


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Documentation for package ‘Rsfar’ version 0.0.1

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Rsfar-package Rsfar: A Package for Seasonal Functional Autoregressive Models.
Bdiag Create block diagonal matrix
invsqrt Return inverse square root of square positive-definite matrix.
predict.sfar Prediction of an SFAR model
rsfar Simulation of a Seasonal Functional Autoregressive SFAR(1) process.
sfar Estimation of an SFAR(1) Model