carx: Censored Autoregressive Model with Exogenous Covariates

Share:

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.

Author
Chao Wang [aut, cre], Kung-Sik Chan [aut]
Date of publication
2016-03-09 01:29:11
Maintainer
Chao Wang <chao-wang@uiowa.edu>
License
GPL-3
Version
0.6.2

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

Files in this package

carx
carx/NAMESPACE
carx/data
carx/data/pts.rda
carx/R
carx/R/carx_plots.R
carx/R/carx_outlier.R
carx/R/carx_default.R
carx/R/pts.R
carx/R/carx_residuals.R
carx/R/cenTS.R
carx/R/carx_simulate.R
carx/R/carx_util.R
carx/R/carx_predict.R
carx/R/carx_package.R
carx/R/carx_fitted.R
carx/R/carx_select.R
carx/MD5
carx/DESCRIPTION
carx/man
carx/man/plot.cenTS.Rd
carx/man/predictARX.Rd
carx/man/logLik.carx.Rd
carx/man/cenTS.Rd
carx/man/AIC.carx.Rd
carx/man/tsdiag.carx.Rd
carx/man/carx.default.Rd
carx/man/carx.Rd
carx/man/residuals.carx.Rd
carx/man/ot.carx.Rd
carx/man/carx.formula.Rd
carx/man/print.carx.Rd
carx/man/carxSim.Rd
carx/man/predict.carx.Rd
carx/man/fitted.carx.Rd
carx/man/outlier.carx.Rd
carx/man/carxSelect.Rd
carx/man/computeCovAR.Rd
carx/man/pts.Rd
carx/man/xreg.cenTS.Rd
carx/man/outlier.Rd
carx/man/summary.carx.Rd
carx/man/print.cenTS.Rd
carx/man/conditionalDistMvnorm.Rd
carx/man/print.summary.carx.Rd
carx/man/carxSimCenTS.Rd
carx/man/xreg.Rd
carx/man/plot.carx.Rd