Autocovariance Estimation via Difference-Based Methods


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Documentation for package ‘dbacf’ version 0.2.8

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dbacf-package Autocovariance function estimation via difference-based methods
dbacf Difference-based (auto)covariance/correlation function estimation
dbacf_AR1 Robust dbacf in change point regression with AR(1) errors
nearPDToeplitz Computes the nearest positive definite Toeplitz matrix
plot.dbacf Plot autocovariance and autocorrelation functions
projectToeplitz Projection onto the set of symmetric Toeplitz matrices
symBandedToeplitz Creates a symmetric banded Toeplitz matrix