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.
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