numerical analysis, with a special view on on optimization and time
series routines. Uses Matlab/Octave function names where appropriate

Description: Implementations of functions in numerical analysis as R
scripts, with a special view on on optimization and time series
routines.  Uses Matlab/Octave function names where appropriate

routines.  Uses Matlab function names where appropriate to

Description: Functions from numerical analysis and linear algebra,
numerical optimization, differential equations, plus some
special functions.  Uses Matlab function names where

Functions from numerical analysis and linear algebra, numerical
optimization, differential equations, plus some special functions.
Uses Matlab function names where appropriate to simplify porting.

Imports: graphics, grDevices, stats, utils, quadprog

Provides a large number of functions from numerical analysis and
linear algebra, numerical optimization, differential equations,
time series, plus some well-known special mathematical functions.
Uses 'MATLAB' function names where appropriate to simplify porting.

Title: Provides a pragma / directive / keyword syntax for R.
Description: pragma allows for the use of pragma (also sometimes called
directives or keywords. These allow assigning arbitrary
functionality to a word without requiring the standard function

Title: Prais-Winsten Estimation Procedure for AR(1) Serial Correlation
Description: The Prais-Winsten estimation procedure takes into account serial correlation of type AR(1) in a linear model. The procedure is an iterative method that recursively estimates the beta coefficients and the error autocorrelation of the specified model until convergence of rho, i.e. the AR(1) coefficient, is attained. All estimates are obtained by OLS.

Title: Prais-Winsten Estimator for AR(1) Serial Correlation
Authors@R: person("Franz X.", "Mohr", email = "prais.r@outlook.com", role = c("aut","cre"))
Description: The Prais-Winsten estimator takes into account AR(1) serial correlation of the errors in a linear regression model. The procedure recursively estimates the coefficients and the error autocorrelation of the specified model until sufficient convergence of the AR(1) coefficient is attained.
Maintainer: Franz X. Mohr <prais.r@outlook.com>