Package: WeightedPortTest 1.1

WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-Fit

An implementation of the Weighted Portmanteau Tests described in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing" published by the Journal of the American Statistical Association, Volume 107, Issue 498, pages 777-787, 2012.

Authors:Thomas J. Fisher [aut, cre], Colin M. Gallagher [aut]

WeightedPortTest_1.1.tar.gz
WeightedPortTest_1.1.zip(r-4.5)WeightedPortTest_1.1.zip(r-4.4)WeightedPortTest_1.1.zip(r-4.3)
WeightedPortTest_1.1.tgz(r-4.4-any)WeightedPortTest_1.1.tgz(r-4.3-any)
WeightedPortTest_1.1.tar.gz(r-4.5-noble)WeightedPortTest_1.1.tar.gz(r-4.4-noble)
WeightedPortTest_1.1.tgz(r-4.4-emscripten)WeightedPortTest_1.1.tgz(r-4.3-emscripten)
WeightedPortTest.pdf |WeightedPortTest.html
WeightedPortTest/json (API)

# Install 'WeightedPortTest' in R:
install.packages('WeightedPortTest', repos = c('https://tjfisher19.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/tjfisher19/weightedporttest/issues

On CRAN:

2.74 score 11 scripts 290 downloads 2 exports 0 dependencies

Last updated 2 years agofrom:4c48709e36. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 16 2024
R-4.5-winOKNov 16 2024
R-4.5-linuxOKNov 16 2024
R-4.4-winOKNov 16 2024
R-4.4-macOKNov 16 2024
R-4.3-winOKNov 16 2024
R-4.3-macOKNov 16 2024

Exports:Weighted.Box.testWeighted.LM.test

Dependencies: