kelffon/far

R package for modelization of Functional AutoRegressive Processes

far

R package for modelization of Functional AutoRegressive processes

In collaboration with Serge Guillas, I write a paper called Estimation and simulation of autoregressive Hilbertian processes with exogenous variables which introduced application of ARH models, also known as FAR (Functional AutoRegressive processes).

We write this library during this work and decided to freely distribute it as this work is now finished.

This library include modelizations and previsions functions for Functional AutoRegressive processes using nonparametric methods: functional kernel,estimation of the covariance operator in a subspace, ...