Package index • arfit

Simulation study

Functions used in simulation study

sim_study_opt_ar1(): Simulation study using optimization routine, multiple cores

simulate_ar1(): Simulate data from an linear process with AR1 error

simulation_study_opt_ar1(): Simulation study using optimization routine

Likelihood Functions

AR1 likelihood

likelihood_ar1(): Evaluate the likelihood of linear model with errors from an AR order 1 process

Estimation Functions

Functions used in estimation

fit_ar1_opt(): Fit linear model with trend using optimization routine

fit_real_data(): Run test on real data set

est_beta_given_rho(): Estimate beta conditional on known AR1 parameter

check_data_validation(): Checks data set for misspecification

Examples

Examples of utilizing the test

example_cedar_rapids(): Run test on example data set

Package Info

arfit arfit-package: arfit: Test for a trend in presence of autocorrelation