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| -rw-r--r-- | gnu/packages/cran.scm | 29 |
1 files changed, 29 insertions, 0 deletions
diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm index 8c7fe23667..ece356e7cd 100644 --- a/gnu/packages/cran.scm +++ b/gnu/packages/cran.scm @@ -17022,3 +17022,32 @@ to maximise an approximation to the expectation of the utility function.") behaviour of the variance components in the classical twin models with respect to age using B-splines and P-splines.") (license license:gpl2+))) + +(define-public r-acfmperiod + (package + (name "r-acfmperiod") + (version "1.0.0") + (source + (origin + (method url-fetch) + (uri (cran-uri "acfMPeriod" version)) + (sha256 + (base32 + "1yww8isfrbs2v9s94hx7p2imyszcgadwafdgpj438n2ik0q6p9d5")))) + (properties `((upstream-name . "acfMPeriod"))) + (build-system r-build-system) + (propagated-inputs + `(("r-mass" ,r-mass))) + (home-page "https://cran.r-project.org/web/packages/acfMPeriod/") + (synopsis "Estimation of the ACF from the M-periodogram") + (description + "This package support 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) +@url{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) @url{doi:10.1016/j.jspi.2017.02.008}.") + (license license:gpl2+))) |