Package: ARCensReg 3.0.1
Fernanda L. Schumacher
ARCensReg: Fitting Univariate Censored Linear Regression Model with Autoregressive Errors
It fits a univariate left, right, or interval censored linear regression model with autoregressive errors, considering the normal or the Student-t distribution for the innovations. It provides estimates and standard errors of the parameters, predicts future observations, and supports missing values on the dependent variable. References used for this package: Schumacher, F. L., Lachos, V. H., & Dey, D. K. (2017). Censored regression models with autoregressive errors: A likelihood-based perspective. Canadian Journal of Statistics, 45(4), 375-392 <doi:10.1002/cjs.11338>. Schumacher, F. L., Lachos, V. H., Vilca-Labra, F. E., & Castro, L. M. (2018). Influence diagnostics for censored regression models with autoregressive errors. Australian & New Zealand Journal of Statistics, 60(2), 209-229 <doi:10.1111/anzs.12229>. Valeriano, K. A., Schumacher, F. L., Galarza, C. E., & Matos, L. A. (2021). Censored autoregressive regression models with Student-t innovations. arXiv preprint <arxiv:2110.00224>.
Authors:
ARCensReg_3.0.1.tar.gz
ARCensReg_3.0.1.tar.gz(r-4.5-noble)ARCensReg_3.0.1.tar.gz(r-4.4-noble)
ARCensReg_3.0.1.tgz(r-4.4-emscripten)ARCensReg_3.0.1.tgz(r-4.3-emscripten)
ARCensReg.pdf |ARCensReg.html✨
ARCensReg/json (API)
NEWS
| # Install 'ARCensReg' in R: |
| install.packages('ARCensReg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- CloudCeiling - Cloud ceiling height
- phosphorus - Phosphorus concentration data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:0f9c76a9ef. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 10 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 10 2024 |
Exports:ARCensRegARtCensRegInfDiagrARCens
Dependencies:bitopscaToolsclicodetoolscolorspacecpp11DEoptimRdoParalleldplyrexpmfansifarverforeachgenericsggplot2gluegmmgridExtragtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmatrixcalcmgcvmsmmunsellmvtnormnlmenumDerivopdisDownsamplingpbmcapplypillarpkgconfigpracmaqqconfqqplotrR6rbibutilsRColorBrewerRcppRcppArmadilloRdpackrlangrobustbasesandwichscalessurvivaltibbletidyselecttmvtnormtwosamplesutf8vctrsviridisLitewithrzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Censored linear regression model with autoregressive errors | ARCensReg |
| Censored autoregressive regression model with Student-t innovations | ARtCensReg |
| Cloud ceiling height | CloudCeiling |
| Influence diagnostic in censored linear regression model with autoregressive errors | InfDiag |
| Phosphorus concentration data | phosphorus |
| Plot an ARpCRM or ARtpCRM object | plot.ARpCRM plot.ARtpCRM |
| Plot influence diagnostic measures | plot.DiagARpCRM |
| Show diagnostic residual plots | plot.residARpCRM |
| Forecast for Autoregressive censored models with Normal and Student-t innovations | predict.ARpCRM predict.ARtpCRM |
| Print an ARpCRM or ARtpCRM object | print.ARpCRM print.ARtpCRM |
| Generating censored autoregressive data | rARCens |
| Extract model residuals from ARpCRM or ARtpCRM objects | residuals.ARpCRM residuals.ARtpCRM |
| Summary of an ARpCRM or ARtpCRM object | summary.ARpCRM summary.ARtpCRM |
