Incorporate the ARtCensReg function to fit a univariate censored linear regression model with autoregressive errors considering Student-t innovations.
Generic functions predict, print, summary, and plot have methods for objects given as an output of ARCensReg and ARtCensReg functions.
Function residuals was incorporated to compute the conditional and quantile residuals for objects inheriting from class ARpCRM or ARtpCRM, given as an output of ARCensReg and ARtCensReg function, respectively.
Function plot is also valid for objects returned by residuals. This procedure returns the following plots for the quantile residuals: residual vs. time, an autocorrelation plot, a histogram, and a Quantile-Quantile (Q-Q) plot.
Argument pit was substituted by phi in the function rARCens. Please see the documentation for more information.
Function rARCens was modified to simulate datasets with Student-t innovations.
Some modifications in the arguments of the InfDiag function were made. The generic function plot is available for outputs of function InfDiag.
Incorporate the rARCens function to simulate censored autoregressive data.
Incorporate the InfDiag function to perform influence diagnostic by a local influence approach with three possible perturbation schemes: response perturbation, scale matrix perturbation, or explanatory variable perturbation.
The Phosphorus concentration data was added.