pcme-package |
Maximum entropy for periodically correlated processes. |
f.pcentropy |
Prepare a maximum entropy task |
LD |
Compute partial autocorrelations, forward variances and their derivatives. |
LDgrad |
Compute partial autocorrelations, forward variances and their derivatives. |
LDhessian |
Compute partial autocorrelations, forward variances and their derivatives. |
mynorm |
Compute entropy and its derivatives |
pcme |
Find the maximum entropy completion of a partially specified periodic autocovariance sequence |
pcme.entropy |
Compute entropy and its derivatives |
pcme.paperex |
Example periodic autocovariances |
pcme.someex |
Example periodic autocovariances |
pcme.test1 |
Solve maximum entropy completion problems on subsets |
pcme.testcombn |
Solve maximum entropy completion problems on subsets |
pcme.tests |
Solve maximum entropy completion problems on subsets |
pldinverse |
Compute autocovariances from periodic partial autocorrelations |
print.pcmesol |
Printing pcmesol objects |
sigma2.to.ent |
Compute entropy and its derivatives |
sigma2.to.entgrad |
Compute entropy and its derivatives |
sigma2.to.enthess |
Compute entropy and its derivatives |
stabilNewton |
Modified Newton method for function minimisation |
workhorse |
Prepare a maximum entropy task |
zztodo |
Things to do |