Nothing
DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)
A penalized/non-penalized implementation for dynamic regression in the presence of autocorrelated residuals (DREGAR) using iterative penalized/ordinary least squares. It applies Mallows CP, AIC, BIC and GCV to select the tuning parameters.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Hamed Haselimashhadi (www.hamedhaseli.webs.com) |
| Maintainer | Hamed Haselimashhadi <hamedhaseli@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.3.0 |
| URL | http://hamedhaseli.webs.com. |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the DREGAR package in your browser
Any scripts or data that you put into this service are public.
