ArfimaMLM: Arfima-MLM Estimation For Repeated Cross-Sectional Data

Functions to facilitate the estimation of Arfima-MLM models for repeated cross-sectional data and pooled cross-sectional time-series data (see Lebo and Weber 2015). The estimation procedure uses double filtering with Arfima methods to account for autocorrelation in repeated cross-sectional data followed by multilevel modeling (MLM) to estimate aggregate as well as individual-level parameters simultaneously.

Version: 1.3
Depends: R (≥ 3.0.0), lme4, fractal
Imports: fracdiff
Published: 2015-01-21
Author: Patrick Kraft [aut, cre], Christopher Weber [ctb]
Maintainer: Patrick Kraft <patrick.kraft at stonybrook.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/pwkraft/ArfimaMLM
NeedsCompilation: no
Citation: ArfimaMLM citation info
CRAN checks: ArfimaMLM results

Downloads:

Reference manual: ArfimaMLM.pdf
Package source: ArfimaMLM_1.3.tar.gz
Windows binaries: r-devel: ArfimaMLM_1.3.zip, r-release: ArfimaMLM_1.3.zip, r-oldrel: ArfimaMLM_1.3.zip
OS X binaries: r-release: ArfimaMLM_1.3.tgz, r-oldrel: ArfimaMLM_1.3.tgz

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