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||2017-11-20 04:24:20 UTC|
|Maintainer||Chao Wang <[email protected]>|
|Package repository||View on CRAN|
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