Package: StReg 1.1

Niraj Poudyal

StReg: Student's t Regression Models

It contains functions to estimate multivariate Student's t dynamic and static regression models for given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form. Poudyal, N., and Spanos, A. (2022) <doi:10.3390/econometrics10020017>. Spanos, A. (1994) <http://www.jstor.org/stable/3532870>.

Authors:Niraj Poudyal [aut, cre]

StReg_1.1.tar.gz
StReg_1.1.tar.gz(r-4.7-any)StReg_1.1.tar.gz(r-4.6-any)
StReg_1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
StReg/json (API)

# Install 'StReg' in R:
install.packages('StReg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 scripts 183 downloads 4 exports 21 dependencies

Last updated from:828dcb04f4. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK130
source / vignettesOK164
linux-release-x86_64OK131
wasm-releaseOK109

Exports:StARStDLMStLMStVAR

Dependencies:ADGofTestcodacurljsonlitelatticeMASSmatlabMatrixMatrixModelsmcmcMCMCpacknumDerivquadprogquantmodquantregSparseMsurvivaltseriesTTRxtszoo