Some very useful functions are actually missing in the statistical software R and in

this project we can do implementations of some of these functions, and further work

on some ideas to extend classical statistical measures.

The missing functions are effective implementations of several model techniques,

for example semi-parametric regression, recursive quantile regression and some

Kalman filtering approaches.

Further, some ideas for new time series analysis measures and modelling techniques

can be studied. Usually, this can be done using simulations, where the features of

the methodology can be explored.

The outcome of the project can be R functions, which can be shared as open source

software in packages.

Contact

Supervisor info

Henrik Madsen, Lasse Engbo Christiansen, Jan Kloppenborg Møller

15 - 30

BSc project, MSc thesis

Henrik Madsen, Lasse Engbo Christiansen, Jan Kloppenborg Møller

15 - 30

BSc project, MSc thesis

For almost two centuries DTU, Technical University of Denmark, has been dedicated to fulfilling the vision of H.C. Ørsted – the father of electromagnetism – who founded the university in 1829 to develop and create value using the natural sciences and the technical sciences to benefit society.

Today, DTU is ranked as one of the foremost technical universities in Europe, continues to set new records in the number of publications, and persistently increases and develops our partnerships with industry, and assignments accomplished by DTU’s public sector consultancy.

Anker Engelunds Vej 1

Bygning 101A

2800 Kgs. Lyngby

Denmark

Tlf. (+45) 45 25 25 25

CVR-nr. 30 06 09 46

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