Polynomial Maximization Method for Non-Gaussian Regression

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Documentation for package ‘EstemPMM’ version 0.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Code demos. Use demo() to run them.
• Package NEWS.

Help Pages

AIC-method	Calculate AIC for PMM2fit object
ARIMAPMM2-class	S4 class for storing PMM2 ARIMA model results
arima_pmm2	Fit an ARIMA model using PMM2 (wrapper)
ARMAPMM2-class	S4 class for storing PMM2 ARMA model results
arma_pmm2	Fit an ARMA model using PMM2 (wrapper)
ARPMM2-class	S4 class for storing PMM2 AR model results
ar_pmm2	Fit an AR model using PMM2 (wrapper)
BasePMM2-class	Base S4 class for storing PMM2 model results
coef-method	Extract coefficients from PMM2fit object
coef-method	Extract coefficients from TS2fit object
compare_arima_methods	Compare ARIMA methods
compare_arma_methods	Compare ARMA methods
compare_ar_methods	Compare AR methods
compare_ma_methods	Compare MA methods
compare_ts_methods	Compare PMM2 with classical time series estimation methods
compare_with_ols	Compare PMM2 with OLS
compute_moments	Calculate moments and cumulants of error distribution
DCOILWTICO	WTI Crude Oil Prices
fitted-method	Extract fitted values from PMM2fit object
fitted-method	Extract fitted values from TS2fit object
lm_pmm2	PMM2: Main function for PMM2 (S=2)
MAPMM2-class	S4 class for storing PMM2 MA model results
ma_pmm2	Fit an MA model using PMM2 (wrapper)
plot-method	Plot diagnostic plots for PMM2fit object
plot-method	Build diagnostic plots for TS2fit objects
plot_pmm2_bootstrap	Plot bootstrap distributions for PMM2 fit
PMM2fit-class	S4 class for storing PMM2 regression model results
pmm2_inference	Bootstrap inference for PMM2 fit
pmm2_monte_carlo_compare	Monte Carlo comparison of PMM2 estimation methods
pmm2_variance_factor	Calculate theoretical skewness, kurtosis coefficients and variance reduction factor
pmm2_variance_matrices	Calculate theoretical variance matrices for OLS and PMM2
pmm_kurtosis	Calculate kurtosis from data
pmm_skewness	Calculate skewness from data
predict-method	Prediction method for PMM2fit objects
predict-method	Prediction method for TS2fit objects
residuals-method	Extract residuals from PMM2fit object
residuals-method	Extract residuals from TS2fit object
summary-method	Generic summary method for PMM2fit objects
summary-method	Generic summary method for TS2fit objects
TS2fit-class	Base S4 class for storing PMM2 time series model results
ts_pmm2	Fit a time series model using the PMM2 method
ts_pmm2_inference	Bootstrap inference for PMM2 time series models