Man pages for DREGAR
Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)

dregarEstimating (just) adaptive-DREGAR coefficients using an...
dregar2Estimating adaptive/non-adaptive DREGAR coefficients using an...
generateARGenerating stationary autoregressive coefficients
sim.dregarSimulating data from DREGAR model
DREGAR documentation built on May 2, 2019, 7:59 a.m.