List of all items
Structs
- arma::HrConfig
- arma::HrResult
- cancorr::Cancorr
- cancorr::SvcConfig
- cancorr::SvcResult
- criteria::IcResult
- eacf::EacfConfig
- eacf::EacfResult
- hankel::HankelRankConfig
- hankel::HankelRankResult
- hankel::HankelSvtConfig
- hankel::HankelSvtResult
- integration::IntegrationConfig
- integration::IntegrationResult
- levinson::Levinson
- linalg::SquareMatrix
- select::EnsembleResult
- select::FhConfig
- select::FhResult
- select::JirakConfig
- select::JirakResult
- sim::ArmaSim
- sim::Contamination
- sim::Xorshift
Enums
- Error
- cancorr::SvcPenalty
- criteria::Criterion
- criteria::IcMethod
- hankel::RankAlpha
- hankel::RankPvalue
- integration::UnitRootTest
- select::EnsembleRule
- select::Statistic
- sim::Innovations
- threshold::Memory
- threshold::Threshold
Functions
- acov::acf
- acov::autocovariance
- acov::bartlett_se
- acov::inverse_acov_from_ar
- arma::hannan_rissanen
- cancorr::canonical_correlations
- cancorr::canonical_correlations_from_acov
- cancorr::canonical_correlations_stacked
- cancorr::svc_order
- criteria::default_max_order
- criteria::ic_order
- criteria::ic_order_all
- criteria::ic_order_with
- dist::chi2_sf
- dist::df_tau_c_critical
- dist::gamma_q
- dist::imhof_sf
- dist::kpss_critical
- dist::ln_gamma
- dist::satterthwaite_sf
- eacf::eacf
- hankel::hankel_rank_order
- hankel::hankel_svt_order
- integration::integration_order
- levinson::burg_from_series
- levinson::levinson
- levinson::levinson_from_series
- linalg::ols
- linalg::singular_values
- robust::qn
- robust::robust_autocorrelation
- robust::robust_autocovariance
- robust::shrink_to_psd
- select::ensemble_order
- select::fh_order
- select::jirak_order
- sim::arma
- threshold::polylog_memory
- threshold::power_memory