acfMPeriod

Robust Estimation of the ACF from the M-Periodogram

CRAN Package

Non-robust and robust computations of the sample autocovariance (ACOVF) and sample autocorrelation functions (ACF) of univariate and multivariate processes. The methodology consists in reversing the diagonalization procedure involving the periodogram or the cross-periodogram and the Fourier transform vectors, and, thus, obtaining the ACOVF or the ACF as discussed in Fuller (1995) doi:10.1002/9780470316917. The robust version is obtained by fitting robust M-regressors to obtain the M-periodogram or M-cross-periodogram as discussed in Reisen et al. (2017) doi:10.1016/j.jspi.2017.02.008.


Team


Insights

Last 30 days

This package has been downloaded 255 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 8 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
15 downloadsMar 4, 2025
13 downloadsMar 5, 2025
6 downloadsMar 6, 2025
11 downloadsMar 7, 2025
5 downloadsMar 8, 2025
3 downloadsMar 9, 2025
15 downloadsMar 10, 2025
10 downloadsMar 11, 2025
9 downloadsMar 12, 2025
12 downloadsMar 13, 2025
8 downloadsMar 14, 2025
5 downloadsMar 15, 2025
6 downloadsMar 16, 2025
7 downloadsMar 17, 2025
6 downloadsMar 18, 2025
11 downloadsMar 19, 2025
19 downloadsMar 20, 2025
7 downloadsMar 21, 2025
6 downloadsMar 22, 2025
13 downloadsMar 23, 2025
6 downloadsMar 24, 2025
9 downloadsMar 25, 2025
8 downloadsMar 26, 2025
7 downloadsMar 27, 2025
5 downloadsMar 28, 2025
4 downloadsMar 29, 2025
8 downloadsMar 30, 2025
3 downloadsMar 31, 2025
10 downloadsApr 1, 2025
8 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 3,405 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Aug 28, 2024 with 55 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Depends1 package