carx: Censored Autoregressive Model with Exogenous Covariates
Version 0.6.2

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]
Date of publication2016-03-09 01:29:11
MaintainerChao Wang <[email protected]>
LicenseGPL-3
Version0.6.2
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 29, 2017, 6:28 p.m.