R Graphical Manual

Last data update: 2014.03.03

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ForwardSearch.stopped (Package: ForwardSearch) : Forward estimators after m steps

A Forward Search gives a sequence of regression estimators. This function gives the regression estimators when stopped at m.

● Data Source: CranContrib
● Keywords:
● Alias: ForwardSearch.stopped
● 0 images

ForwardSearch.pointwise.asymptotics (Package: ForwardSearch) : Functions for asymptotic theory of Forward Search

Computes functions appearing in asymptotic theory of Forward Search based on Johansen and Nielsen (2013).

● Data Source: CranContrib
● Keywords:
● Alias: ForwardSearch.pointwise.asymptotics
● 2 images

ForwardSearch.plot (Package: ForwardSearch) : Plots forward residuals with simultaneous confidence bands

Plots forward residuals with simultaneous confidence bands based on Johansen and Nielsen (2013, 2014).

● Data Source: CranContrib
● Keywords:
● Alias: ForwardSearch.plot
● 1 images

ForwardSearch.fit (Package: ForwardSearch) : Execute the Forward Search Algorithm.

Execute the Forward Search Algorithm. Based on Johansen & Nielsen (2013).

● Data Source: CranContrib
● Keywords:
● Alias: ForwardSearch.fit
● 0 images

ForwardSearch-package (Package: ForwardSearch) : Functions for Forward Search for regression models.

The Forward Search algorithm is an iterative algorithm for for multiple (time series) regression suggested by Hadi and Simonoff (1993) and developed further by Atkinson and Riani (2000). The algorithm starts with a robust estimate of the regression parameters and a sub-sample of size m_0 and iterates with a sequence of least squares steps. The asymptotic theory developed by Johansen and Nielsen (2013, 2014) is implemented.

● Data Source: CranContrib
● Keywords: package
● Alias: ForwardSearch, ForwardSearch-package
● 2 images