searching using library(sos) h <- ???"Parzen fractional estimator" h
leads to library(fracdiff) # on CRAN ?fdSperio On Wed, Feb 16, 2011 at 5:19 PM, Fologo Dubois <fologodub...@yahoo.com> wrote: > Does R have a function for Parzen fractional degree of differencing > estimator? I am referring to the non-parametric kernel density estimator set > forth by Parzen in Parzen (1983) > > > > > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.