R packages by Georgi Boshnakov

A package for maximum entropy estimation of periodically correlated processes. It implements the method developed in:

• Boshnakov and Lambert-Lacroix (2009) Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients. J. Time Series Anal., 30(5):467-486. [ bib | DOI ]
• Boshnakov and Lambert-Lacroix (2012) A periodic Levinson-Durbin algorithm for entropy maximization. Computational Statistics & Data Analysis, 56:15-24. [ bib | DOI | http ]

Downloads:

• binary build for Windows
• source distribution (can be used on any platform)
• pcme.pdf Documentation of pcme in pdf format.

Extracting information from R help pages (requires R version >= 2.11.x, may work with R version 2.10.x).

The package is available from CRAN: gbRd.

R package Rdpack provides functions for manipulation of Rd objects, including function reprompt for updating existing Rd documentation for functions, methods and classes. If a documentation object describes more than one function, reprompt updates all descriptions, function rebib() for import of references from 'bibtex' files and other convenience functions for references.

BibTeX references can be included in R documentation with the help of macro \insertRef, just put something like \insertRef{bibkey}{yourpackage} in the documentation (Rd or roxygen2) you are writing. See the package vignette or visit the CRAN or github links below.

URL (github): https://github.com/GeoBosh/Rdpack

URL (CRAN): https://cran.r-project.org/package=Rdpack