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.

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

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

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