Provides methods for (auto)covariance/correlation function estimation in change point regression with stationary errors circumventing the pre-estimation of the underlying signal of the observations. Generic, first-order, (m+1)-gapped, difference-based autocovariance function estimator is based on M. Levine and I. Tecuapetla-Gómez (2023) <doi:10.48550/arXiv.1905.04578>. Bias-reducing, second-order, (m+1)-gapped, difference-based estimator is based on I. Tecuapetla-Gómez and A. Munk (2017) <doi:10.1111/sjos.12256>. Robust autocovariance estimator for change point regression with autoregressive errors is based on S. Chakar et al. (2017) <doi:10.3150/15-BEJ782>. It also includes a general projection-based method for covariance matrix estimation.
Version: 0.2.8 Depends: R (≥ 2.15.3) Imports: Matrix Published: 2023-06-29 DOI: 10.32614/CRAN.package.dbacf Author: Inder Tecuapetla-Gómez [aut, cre] Maintainer: Inder Tecuapetla-Gómez <itecuapetla at conabio.gob.mx> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: no CRAN checks: dbacf results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=dbacf to link to this page.
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