LDF (Lag Dependence Functions) |
Henrik Aalborg Nielsen
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| Abstract | LDF (Lag Dependence Functions) is an S-PLUS library for identification of non-linear dependencies in univariate time series. The methods can be considered generalizations of the tools applicable for linear time series. |
| Type | Software |
| Year | 2000 |
| Publisher | Informatics and Mathematical Modelling, Technical University of Denmark, DTU |
| Address | Richard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby |
| Publication link | http://www.imm.dtu.dk/~han/software.html |
| BibTeX data | [bibtex] |
| IMM Group(s) | Mathematical Statistics |