carx: Censored Autoregressive Model with Exogenous Covariates

A censored time series class is designed. An estimation procedure is implemented to estimate the Censored AutoRegressive time series with eXogenous covariates (CARX), assuming normality of the innovations. Some other functions that might be useful are also included.

Getting started

Package details

AuthorChao Wang [aut, cre], Kung-Sik Chan [aut]
MaintainerChao Wang <chao-wang@uiowa.edu>
LicenseGPL-3
Version0.7.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("carx")

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carx documentation built on May 2, 2019, 3:43 a.m.