Fologo Dubois
2011-Feb-16 20:19 UTC
[R] Parzen fractional degree of differencing estimator
Does R have a function for Parzen fractional degree of differencing estimator? I am referring to the non-parametric kernel density estimator set forth by Parzen in Parzen (1983) [[alternative HTML version deleted]]
Kjetil Halvorsen
2011-Feb-22 17:17 UTC
[R] Parzen fractional degree of differencing estimator
searching using library(sos) h <- ???"Parzen fractional estimator" h leads to library(fracdiff) # on CRAN ?fdSperio On Wed, Feb 16, 2011 at 5:19 PM, Fologo Dubois <fologodubois at yahoo.com> wrote:> Does R have a function for Parzen fractional degree of differencing estimator? I am referring to the non-parametric kernel density estimator set forth by Parzen in Parzen (1983) > > > > > ? ? ? ?[[alternative HTML version deleted]] > > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >