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-4.5-noble)StReg_1.1.tar.gz(r-4.4-noble)
StReg_1.1.tgz(r-4.4-emscripten)StReg_1.1.tgz(r-4.3-emscripten)
StReg.pdf |StReg.html
StReg/json (API)

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

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

1.00 score 183 downloads 4 exports 21 dependencies

Last updated 2 years agofrom:828dcb04f4. Checks:2 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 07 2025
R-4.5-linuxOKFeb 07 2025

Exports:StARStDLMStLMStVAR

Dependencies:ADGofTestcodacurljsonlitelatticeMASSmatlabMatrixMatrixModelsmcmcMCMCpacknumDerivquadprogquantmodquantregSparseMsurvivaltseriesTTRxtszoo