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.

Install the latest version of this package by entering the following in R:
install.packages("carx")
AuthorChao Wang [aut, cre], Kung-Sik Chan [aut]
Date of publication2016-03-09 01:29:11
MaintainerChao Wang <chao-wang@uiowa.edu>
LicenseGPL-3
Version0.6.2

View on CRAN

Man pages

AIC.carx: Compute the AIC of a fitted 'carx' object

carx: 'carx': A package to fit Censored Auto-Regressive model with...

carx.default: The default estimation method for a CARX model

carx.formula: A formula interface to the 'carx' method

carxSelect: Select a 'carx' model by the AIC

carxSim: Simulate data from a 'carx' model

carxSimCenTS: simulate a sample 'cenTS' data for 'carx'

cenTS: Create a censored time series object of 'cenTS' class

computeCovAR: Compute the covariance matrix of some observations of the AR...

conditionalDistMvnorm: Calculate the conditional mean & variance of a random vector...

fitted.carx: Fitted values of a 'carx' object

logLik.carx: The quasi-log-likelihood of a 'carx' object

ot.carx: Detecting outliers in a 'carx' model.

outlier: S3 method to detect outlier of a 'carx' object

outlier.carx: Detect all outliers of a 'carx' object

plot.carx: Plot a fitted 'carx' object

plot.cenTS: Plot a 'cenTS' object

predictARX: Predict a regression model with AR errors

predict.carx: Prediction with a fitted 'carx' object

print.carx: Print a short description of the fitted model

print.cenTS: Print a 'cenTS' object

print.summary.carx: Print a summary of an 'carx' object

pts: The total phosphorus concentration and river discharge data...

residuals.carx: Residuals of a fitted 'carx' object

summary.carx: Summarize the fitted 'carx' object

tsdiag.carx: Show diagnostic plots for a 'carx' object

xreg: Return the 'xreg' part of the 'cenTS' object

xreg.cenTS: Return the 'xreg' part of the 'cenTS' object

Functions

AIC.carx Man page
carx Man page
carx.default Man page
carx.formula Man page
carx-package Man page
carxSelect Man page
carxSim Man page
carxSimCenTS Man page
cenTS Man page
computeCovAR Man page
conditionalDistMvnorm Man page
fitted.carx Man page
logLik.carx Man page
ot.carx Man page
outlier Man page
outlier.carx Man page
plot.carx Man page
plot.cenTS Man page
predictARX Man page
predict.carx Man page
print.carx Man page
print.cenTS Man page
print.summary.carx Man page
pts Man page
residuals.carx Man page
summary.carx Man page
tsdiag.carx Man page
xreg Man page
xreg.cenTS Man page

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

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

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