Software related to publications of Dimitris N. Politis

As usual, R functions are provided with absolutely no warranty whatsoever!

R Package

  • Smoothing with infinite-order flat-top kernels; R package iosmooth (by courtesy of Tim McMurry).

    Model-free Prediction and Regression: a Transformation-based Approach to Inference (Springer, 2015)

  • Chapters 3, 4 and 5. Model-based vs. model-free inference in regression. R functions (updated and corrected by Srinjoy Das and Liang Wang in 2015).

  • Chapter 6. Linear time series and optimal linear prediction. R functions (by courtesy of Tim McMurry).

  • Chapter 7. Model-based prediction in autoregression. R functions (by courtesy of Li Pan).

  • Chapter 8. Model-free inference for Markov processes. R functions (by courtesy of Li Pan).

  • Chapter 10. Model-free vs. model-based volatility prediction. R functions for NoVaS (by courtesy of Dimitrios Thomakos; with updates and additions by Johannes Klepsch and Jie Chen). R functions for the Figures and Tables of Chapter 10 (by courtesy of Jie Chen).