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MisRepARMA: Misreported Time Series Analysis
Provides a simple and trustworthy methodology for the analysis of misreported continuous time series using either a frequentist (bootstrap-based EM algorithm) or a Bayesian (MCMC via JAGS) approach. The frequentist method is described in Morina et al. (2021) <doi:10.1038/s41598-021-02620-5>. The Bayesian extension fits the same ARMA model with misreporting structure using a full posterior distribution, providing credible intervals and DIC for model comparison, as described in Morina et al. (2024) <doi:10.1101/2024.02.26.24303373>.
Getting started
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Package details |
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| Author | David Moriña Soler [aut, cre] (ORCID: <https://orcid.org/0000-0001-5949-7443>), Amanda Fernández-Fontelo [aut], Alejandra Cabaña [aut], Pedro Puig [aut], Biel Abarca Galván [aut] |
| Maintainer | David Moriña Soler <David.Morina@uab.cat> |
| License | GPL (>= 2) |
| Version | 0.2.0 |
| Package repository | View on CRAN |
| Installation |
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