computeEffectiveAutoCorr |
Estimate vector of effective components of the autocorrelation |
computeEffectiveNumObs |
Compute the effective number of observations taking into account autocorrelation |
estimateDiffLognormal |
Inference on the difference of two lognormals |
estimateParmsLognormFromSample |
Estimate lognormal distribution parameters from a sample |
estimateStdErrParms |
Estimate lognormal distribution parameters from a sample |
estimateSumLognormal |
Estimate the parameters of the lognormal approximation to the sum |
estimateSumLognormalSample |
Estimate the parameters of the lognormal approximation to the sum |
estimateSumLognormalSampleExpScale |
Estimate the parameters of the lognormal approximation to the sum |
getCorrMatFromAcf |
Construct the full correlation matrix from autocorrelation components. |
getLognormMedian |
Compute summary statistics of a log-normal distribution |
getLognormMode |
Compute summary statistics of a log-normal distribution |
getLognormMoments |
Compute summary statistics of a log-normal distribution |
getParmsLognormForExpval |
Calculate mu and sigma of lognormal from summary statistics. |
getParmsLognormForLowerAndUpper |
Calculate mu and sigma of lognormal from summary statistics. |
getParmsLognormForLowerAndUpperLog |
Calculate mu and sigma of lognormal from summary statistics. |
getParmsLognormForMeanAndUpper |
Calculate mu and sigma of lognormal from summary statistics. |
getParmsLognormForMedianAndUpper |
Calculate mu and sigma of lognormal from summary statistics. |
getParmsLognormForModeAndUpper |
Calculate mu and sigma of lognormal from summary statistics. |
getParmsLognormForMoments |
Calculate mu and sigma of lognormal from summary statistics. |
pDiffLognormalSample |
Inference on the difference of two lognormals |
scaleLogToOrig |
Scale standard deviation between log and original scale. |
scaleOrigToLog |
Scale standard deviation between log and original scale. |
seCor |
Compute the standard error accounting for empirical autocorrelations |
setMatrixOffDiagonals |
set off-diagonal values of a matrix |
varCor |
Compute the unbiased variance accounting for empirical autocorrelations |