Maximum entropy estimation of periodically correlated time series


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Documentation for package ‘pcme’ version 0.51

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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