Robust Estimation of the ACF from the M-Periodogram


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Documentation for package ‘acfMPeriod’ version 1.0.0

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CovCorMPer Robust covariance or correlation matrix from the MPer-ACF
CovCorPer Covariance or correlation matrix from the Per-ACF
CrossPeriodogram Cross-periodogram
MCrossPeriodogram Robust M-cross-periodogram
MPerACF Robust autocorrelation or autocovariance function estimation from the robust M-periodogram
MPerioReg Robust M-periodogram
PerACF Autocorrelation or autocovariance function estimation from the periodogram
PerioReg Periodogram
plot.robacf Plot Robust Autocovariance and Robust Autocorrelation Functions