R: Polynomial Maximization Method for Non-Gaussian Regression

# Polynomial Maximization Method for Non-Gaussian Regression

## Documentation for package ‘EstemPMM’ version 0.3.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Code demos. Use demo() to run them.
- Package NEWS
- Package README

## Help Pages

AIC-method | Calculate AIC for PMM2fit object
AIC-method | Calculate AIC for PMM3fit object
AIC-method | Calculate AIC for TS3fit object
ARIMAPMM2-class | S4 class for storing PMM2 ARIMA model results
ARIMAPMM3-class | S4 class for PMM3 ARIMA model results
arima_pmm2 | Fit an ARIMA model using PMM2 (wrapper)
arima_pmm3 | Fit an ARIMA model using PMM3
ARMAPMM2-class | S4 class for storing PMM2 ARMA model results
ARMAPMM3-class | S4 class for PMM3 ARMA model results
arma_pmm2 | Fit an ARMA model using PMM2 (wrapper)
arma_pmm3 | Fit an ARMA model using PMM3
ARPMM2-class | S4 class for storing PMM2 AR model results
ARPMM3-class | S4 class for PMM3 AR model results
ar_pmm2 | Fit an AR model using PMM2 (wrapper)
ar_pmm3 | Fit an AR model using PMM3
auto_mpg | Auto MPG Dataset
BasePMM2-class | Base S4 class for storing PMM2 model results
coef-method | Extract coefficients from PMM2fit object
coef-method | Extract coefficients from PMM3fit object
coef-method | Extract coefficients from SARPMM2 object
coef-method | Extract coefficients from SMAPMM2 object
coef-method | Extract coefficients from TS2fit object
coef-method | Extract coefficients from TS3fit object
compare_arima_methods | Compare ARIMA methods
compare_arma_methods | Compare ARMA methods
compare_ar_methods | Compare AR methods
compare_ma_methods | Compare MA methods
compare_sar_methods | Compare SAR model estimation methods
compare_ts_methods | Compare PMM2 with classical time series estimation methods
compare_with_ols | Compare PMM2 with OLS
compute_moments | Calculate moments and cumulants of error distribution
compute_moments_pmm3 | Compute central moments for PMM3 from residuals
compute_pmm2_components | Compute PMM2 weights and components
create_sarma_matrix | Create design matrix for seasonal ARMA model
create_sar_matrix | Create design matrix for seasonal AR model
DCOILWTICO | WTI Crude Oil Prices
djia2002 | Dow Jones Industrial Average Daily Data (July-December 2002)
fitted-method | Extract fitted values from PMM2fit object
fitted-method | Extract fitted values from PMM3fit object
fitted-method | Extract fitted values from TS2fit object
fitted-method | Extract fitted values from TS3fit object
get_sarimax_jacobian | Calculate SARIMAX Jacobian (Numerical)
get_sarimax_residuals | Calculate SARIMAX Residuals
lm_pmm2 | PMM2: Main function for PMM2 (S=2)
lm_pmm3 | PMM3: Fit linear model using Polynomial Maximization Method (S=3)
MAPMM2-class | S4 class for storing PMM2 MA model results
MAPMM3-class | S4 class for PMM3 MA model results
ma_pmm2 | Fit an MA model using PMM2 (wrapper)
ma_pmm3 | Fit an MA model using PMM3
plot-method | Plot diagnostic plots for PMM2fit object
plot-method | Plot diagnostic plots for PMM3fit object
plot-method | Build diagnostic plots for TS2fit objects
plot-method | Plot diagnostic plots for TS3fit object
plot_pmm2_bootstrap | Plot bootstrap distributions for PMM2 fit
PMM2fit-class | S4 class for storing PMM2 regression model results
pmm2_inference | Bootstrap inference for PMM2 fit
pmm2_monte_carlo_compare | Monte Carlo comparison of PMM2 estimation methods
pmm2_nonlinear_iterative | Universal PMM2 estimator (Iterative)
pmm2_nonlinear_onestep | Universal PMM2 estimator (One-step Global)
pmm2_variance_factor | Calculate theoretical skewness, kurtosis coefficients and variance reduction factor
pmm2_variance_matrices | Calculate theoretical variance matrices for OLS and PMM2
PMM3fit-class | S4 class for storing PMM3 regression model results
pmm3_variance_factor | Calculate PMM3 theoretical variance reduction factor
pmm_dispatch | Automatic PMM method selection
pmm_gamma6 | Compute sixth-order cumulant coefficient gamma6
pmm_kurtosis | Calculate kurtosis from data
pmm_skewness | Calculate skewness from data
predict-method | Prediction method for PMM2fit objects
predict-method | Predict method for PMM3fit objects
predict-method | Prediction method for TS2fit objects
predict-method | Predict method for TS3fit objects
residuals-method | Extract residuals from PMM2fit object
residuals-method | Extract residuals from PMM3fit object
residuals-method | Extract residuals from TS2fit object
residuals-method | Extract residuals from TS3fit object
SARIMAPMM2-class | S4 class for Seasonal ARIMA model results with PMM2
sarima_pmm2 | Fit a Seasonal ARIMA model using PMM2 method
SARMAPMM2-class | S4 class for Seasonal ARMA model results with PMM2
sarma_pmm2 | Fit a Seasonal ARMA model using PMM2 method
SARPMM2-class | S4 class for Seasonal AR model results with PMM2
sar_pmm2 | Fit Seasonal AR model using PMM2 method
SMAPMM2-class | S4 class for Seasonal MA PMM2 results
sma_pmm2 | Fit a Seasonal MA model using PMM2
solve_pmm2_step | PMM2 step solver
summary-method | Generic summary method for PMM2fit objects
summary-method | Summary method for PMM3fit objects
summary-method | Generic summary method for SARIMAPMM2 objects
summary-method | Generic summary method for SARMAPMM2 objects
summary-method | Summary method for SARPMM2 objects
summary-method | Summary method for SMAPMM2 objects
summary-method | Generic summary method for TS2fit objects
summary-method | Summary method for TS3fit objects
test_symmetry | Test whether residuals are sufficiently symmetric for PMM3
TS2fit-class | Base S4 class for storing PMM2 time series model results
TS3fit-class | Base S4 class for PMM3 time series model results
ts_pmm2 | Fit a time series model using the PMM2 method
ts_pmm2_inference | Bootstrap inference for PMM2 time series models
ts_pmm3 | Fit a time series model using PMM3