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.

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

Popular man pages

dregar: Estimating (just) adaptive-DREGAR coefficients using an...
dregar2: Estimating adaptive/non-adaptive DREGAR coefficients using an...
generateAR: Generating stationary autoregressive coefficients
sim.dregar: Simulating data from DREGAR model
See all...

All man pages Function index File listing

Man pages

dregar: Estimating (just) adaptive-DREGAR coefficients using an...
dregar2: Estimating adaptive/non-adaptive DREGAR coefficients using an...
generateAR: Generating stationary autoregressive coefficients
sim.dregar: Simulating data from DREGAR model

Functions

Files

inst
inst/ChangeLog
NAMESPACE
R
R/side.R
R/regarma.R
R/dregar2.R
R/sim.dregar.R
R/main.R
MD5
DESCRIPTION
man
man/dregar.Rd
man/sim.dregar.Rd
man/dregar2.Rd
man/generateAR.Rd
DREGAR documentation built on May 19, 2017, 8:26 p.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.