Useful Functions and Algorithms


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Documentation for package ‘estrpac’ version 0.1.0

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imlmreg.fit Generic Linear Integrated Moment Regression
imlmreg2.fit Generic Linear Integrated Moment Regression
indepMHgen A Generic Independence Metropolis-Hastings Algorithm
kClassIVreg.fit Generic k-class estimator
Kern.fun Construction of n x n Kernel Matrices
Kern.fun_DL Kernel matrix DL
Kern.fun_Esc6 Kernel matrix Esc6
MDD Martingale Difference Divergence
mdd.t_test An MDD-based t-Test of Mean Independence
MDDM Martingale Difference Divergence Matrix
mddtest.boot An MDD-based Test of Mean Independence by Wild Bootstrap
mddtest.perm An MDD-based Test of Mean Independence by Permutation Bootstrap
mdep.nl MDep objective function for non-linear models
mindep.boot An ICM Test of Mean Independence by Wild Bootstrap
mmd.nl MMD objective function for non-linear models
mmdlmrelv.b_test MMD Relevance Test
mmdlmspec.b_test MMD Specification Test
mmdreg.fit MMD Regression
rwMHgen A Generic Random Walk Metropolis-Hastings Algorithm
speclmb.test ICM Specification Test for linear models
wmat.mammen Mammen's Wild Bootstrap Weights