**Efficient Sequential Testing with Evidence Ratios** (**ESTER**)

An implementation of sequential testing that uses evidence ratios computed from the Akaike weights of a set of models. These weights are being computed using either the Akaike Information Criterion (AIC) or the Bayesian Information Criterion (BIC), and following Burnham & Anderson (2004) recommendations. Burnham, K. P., & Anderson, D. R. (2004). Multimodel inference: Understanding AIC and BIC in model selection. Sociological Methods and Research, 33(2), 261-304. <doi:10.1177/0049124104268644>.

**Wavelet ARIMA Model** (**WaveletArima**)

Fits hybrid Wavelet ARIMA model for time series forecasting using algorithm by Aminghafari and Poggi (2012) <doi:10.1142/S0219691307002002>.

**Integer Sequence Generator** (**Zseq**)

Generates well-known integer sequences. ‘Rmpfr’ package is adopted for computing with arbitrarily large numbers with user-specified bit precision. Every function has hyperlink to its corresponding item in OEIS (The On-Line Encyclopedia of Integer Sequences) in the function help page. For interested readers, see Sloane and Plouffe (1995, ISBN:978-0125586306).

### Like this:

Like Loading...

*Related*