DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)
Version 0.1.3.0

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

Package details

AuthorHamed Haselimashhadi (www.hamedhaseli.webs.com)
Date of publication2017-03-10 11:49:44
MaintainerHamed Haselimashhadi <[email protected]>
LicenseGPL (>= 2)
Version0.1.3.0
URL http://hamedhaseli.webs.com.
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("DREGAR")

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DREGAR documentation built on May 29, 2017, 9:37 p.m.