Package: acfMPeriod
Type: Package
Title: Robust Estimation of the ACF from the M-Periodogram
Version: 1.0.0
Author: Higor Cotta, Valderio Reisen, Pascal Bondon and Céline
        Lévy-Leduc
Maintainer: Higor Cotta <cotta.higor@gmail.com>
Depends: R (>= 3.2.2), MASS
Description: 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>.
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 6.1.1
Repository: https://rogih.r-universe.dev
Date/Publication: 2019-07-19 18:10:42 UTC
RemoteUrl: https://github.com/rogih/acfmperiod
RemoteRef: HEAD
RemoteSha: 72e44abae84a49fe08684de53b739c6a0349b5e3
NeedsCompilation: no
Packaged: 2026-07-03 23:19:18 UTC; root