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.

4 exports 0.00 score 21 dependencies 169 downloads

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

TargetResultDate
Doc / VignettesOKSep 10 2024
R-4.5-linuxOKSep 10 2024

Exports:StARStDLMStLMStVAR

Dependencies:ADGofTestcodacurljsonlitelatticeMASSmatlabMatrixMatrixModelsmcmcMCMCpacknumDerivquadprogquantmodquantregSparseMsurvivaltseriesTTRxtszoo