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 |
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 El Capitan binaries: | r-release: ArfimaMLM_1.3.tgz |
OS X Mavericks binaries: | r-oldrel: ArfimaMLM_1.3.tgz |
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