R packages by Georgi Boshnakov

Table of Contents

The University of Manchester
photo of Georgi Boshnakov


A package for maximum entropy estimation of periodically correlated processes. It implements the method developed in:

  • Boshnakov and Lambert-Lacroix (2009) Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients. J. Time Series Anal., 30(5):467-486. [ bib | DOI ]
  • Boshnakov and Lambert-Lacroix (2012) A periodic Levinson-Durbin algorithm for entropy maximization. Computational Statistics & Data Analysis, 56:15-24. [ bib | DOI | http ]



Extracting information from R help pages (requires R version >= 2.11.x, may work with R version 2.10.x).

The package is available from CRAN: gbRd.


R package Rdpack provides functions for manipulation of Rd objects, including function reprompt for updating existing Rd documentation for functions, methods and classes. If a documentation object describes more than one function, reprompt updates all descriptions.

The package is available from CRAN: Rdpack.

Author: Georgi Boshnakov

Created: 2014-01-05 Sun 16:32

Emacs 24.3.1 (Org mode 8.2.4)