eBsc

cranv4.17

"Empirical Bayes Smoothing Splines with Correlated Errors". Presents a statistical method that uses a recursive algorithm for signal extraction. The method handles a non-parametric estimation for the correlation of the errors. See "Krivobokova", "Serra", "Rosales" and "Klockmann" (2021) <arXiv:1812.06948> for details.

License GPL-2strong copyleft0 versions1 maintainers8 deps71 weekly dl
https://CRAN.R-project.org/package=eBsc
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BrobdingnagparallelnlmeMatrixMASSsplinesRcppmvtnorm
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First published · 2023-05-23 01:27:15

Last updated · 2023-05-22T23:10:02+00:00