Polynomial Maximization Method for Non-Gaussian Regression

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Documentation for package ‘EstemPMM’ version 0.3.1

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AIC-method Calculate AIC for PMM2fit object
AIC-method Calculate AIC for PMM3fit object
AIC-method Calculate AIC for TS3fit object
ARIMAPMM2-class S4 class for storing PMM2 ARIMA model results
ARIMAPMM3-class S4 class for PMM3 ARIMA model results
arima_pmm2 Fit an ARIMA model using PMM2 (wrapper)
arima_pmm3 Fit an ARIMA model using PMM3
ARMAPMM2-class S4 class for storing PMM2 ARMA model results
ARMAPMM3-class S4 class for PMM3 ARMA model results
arma_pmm2 Fit an ARMA model using PMM2 (wrapper)
arma_pmm3 Fit an ARMA model using PMM3
ARPMM2-class S4 class for storing PMM2 AR model results
ARPMM3-class S4 class for PMM3 AR model results
ar_pmm2 Fit an AR model using PMM2 (wrapper)
ar_pmm3 Fit an AR model using PMM3
auto_mpg Auto MPG Dataset
BasePMM2-class Base S4 class for storing PMM2 model results
coef-method Extract coefficients from PMM2fit object
coef-method Extract coefficients from PMM3fit object
coef-method Extract coefficients from SARPMM2 object
coef-method Extract coefficients from SMAPMM2 object
coef-method Extract coefficients from TS2fit object
coef-method Extract coefficients from TS3fit 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_sar_methods Compare SAR model estimation 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
compute_moments_pmm3 Compute central moments for PMM3 from residuals
compute_pmm2_components Compute PMM2 weights and components
create_sarma_matrix Create design matrix for seasonal ARMA model
create_sar_matrix Create design matrix for seasonal AR model
DCOILWTICO WTI Crude Oil Prices
djia2002 Dow Jones Industrial Average Daily Data (July-December 2002)
fitted-method Extract fitted values from PMM2fit object
fitted-method Extract fitted values from PMM3fit object
fitted-method Extract fitted values from TS2fit object
fitted-method Extract fitted values from TS3fit object
get_sarimax_jacobian Calculate SARIMAX Jacobian (Numerical)
get_sarimax_residuals Calculate SARIMAX Residuals
lm_pmm2 PMM2: Main function for PMM2 (S=2)
lm_pmm3 PMM3: Fit linear model using Polynomial Maximization Method (S=3)
MAPMM2-class S4 class for storing PMM2 MA model results
MAPMM3-class S4 class for PMM3 MA model results
ma_pmm2 Fit an MA model using PMM2 (wrapper)
ma_pmm3 Fit an MA model using PMM3
plot-method Plot diagnostic plots for PMM2fit object
plot-method Plot diagnostic plots for PMM3fit object
plot-method Build diagnostic plots for TS2fit objects
plot-method Plot diagnostic plots for TS3fit object
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_nonlinear_iterative Universal PMM2 estimator (Iterative)
pmm2_nonlinear_onestep Universal PMM2 estimator (One-step Global)
pmm2_variance_factor Calculate theoretical skewness, kurtosis coefficients and variance reduction factor
pmm2_variance_matrices Calculate theoretical variance matrices for OLS and PMM2
PMM3fit-class S4 class for storing PMM3 regression model results
pmm3_variance_factor Calculate PMM3 theoretical variance reduction factor
pmm_dispatch Automatic PMM method selection
pmm_gamma6 Compute sixth-order cumulant coefficient gamma6
pmm_kurtosis Calculate kurtosis from data
pmm_skewness Calculate skewness from data
predict-method Prediction method for PMM2fit objects
predict-method Predict method for PMM3fit objects
predict-method Prediction method for TS2fit objects
predict-method Predict method for TS3fit objects
residuals-method Extract residuals from PMM2fit object
residuals-method Extract residuals from PMM3fit object
residuals-method Extract residuals from TS2fit object
residuals-method Extract residuals from TS3fit object
SARIMAPMM2-class S4 class for Seasonal ARIMA model results with PMM2
sarima_pmm2 Fit a Seasonal ARIMA model using PMM2 method
SARMAPMM2-class S4 class for Seasonal ARMA model results with PMM2
sarma_pmm2 Fit a Seasonal ARMA model using PMM2 method
SARPMM2-class S4 class for Seasonal AR model results with PMM2
sar_pmm2 Fit Seasonal AR model using PMM2 method
SMAPMM2-class S4 class for Seasonal MA PMM2 results
sma_pmm2 Fit a Seasonal MA model using PMM2
solve_pmm2_step PMM2 step solver
summary-method Generic summary method for PMM2fit objects
summary-method Summary method for PMM3fit objects
summary-method Generic summary method for SARIMAPMM2 objects
summary-method Generic summary method for SARMAPMM2 objects
summary-method Summary method for SARPMM2 objects
summary-method Summary method for SMAPMM2 objects
summary-method Generic summary method for TS2fit objects
summary-method Summary method for TS3fit objects
test_symmetry Test whether residuals are sufficiently symmetric for PMM3
TS2fit-class Base S4 class for storing PMM2 time series model results
TS3fit-class Base S4 class for PMM3 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
ts_pmm3 Fit a time series model using PMM3