{ "_id": "6a16ca70acfb0bcc41d897a7", "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\nLévy-Leduc", "Maintainer": "Higor Cotta ", "Description": "Non-robust and robust computations of the sample\nautocovariance (ACOVF) and sample autocorrelation functions\n(ACF) of univariate and multivariate processes. The methodology\nconsists in reversing the diagonalization procedure involving\nthe periodogram or the cross-periodogram and the Fourier\ntransform vectors, and, thus, obtaining the ACOVF or the ACF as\ndiscussed in Fuller (1995) . The\nrobust version is obtained by fitting robust M-regressors to\nobtain the M-periodogram or M-cross-periodogram as discussed in\nReisen et al. 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