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'))

Peer review:

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

1.00 score 143 downloads 4 exports 21 dependencies

Last updated 1 years agofrom:828dcb04f4. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 09 2024
R-4.5-linuxOKNov 09 2024

Exports:StARStDLMStLMStVAR

Dependencies:ADGofTestcodacurljsonlitelatticeMASSmatlabMatrixMatrixModelsmcmcMCMCpacknumDerivquadprogquantmodquantregSparseMsurvivaltseriesTTRxtszoo