Environmental Data: Impulse response functions for nonlinear nonstatio...
Keywords:
ARMA NOISE
DE-MIXING
DECONVOLUTION
GREENS FUNCTION
IMPULSE RESPONSE FUNCTION
IRF
IRFNNHS.R
NONLINEAR DECONVOLUTION
SYSTEM IDENTIFICATION
TIME SERIES ANALYSIS
TRANSFER FUNCTION
Keywords:
ARMA NOISE
DE-MIXING
DECONVOLUTION
GREENS FUNCTION
IMPULSE RESPONSE FUNCTION
IRF
IRFNNHS.R
NONLINEAR DECONVOLUTION
SYSTEM IDENTIFICATION
TIME SERIES ANALYSIS
TRANSFER FUNCTION
Description
The R script IRFnnhs.R, which efficiently estimates impulse response functions for environmental systems that are nonlinear, nonstationary, or heterogeneou...
Citation
Kirchner, J. W. (2022). Impulse response functions for nonlinear nonstationary and heterogeneous systems. EnviDat. https://www.doi.org/10.16904/envidat.312.
Resources
Impulse Response Function script
Impulse Response Function scriptREADME file for IRFnnhs.R and benchmark demonstration scripts
README file for IRFnnhs.R and benchmark demonstration scriptsBenchmark demonstration scripts and results
Benchmark demonstration scripts and results