Description Usage Arguments Value See Also Examples
Estimate a CARX model, and compute the standard errors and confidence intervals of the parameter estimates by parametric bootstrap.
1 2 3 4 5 6 7 | ## Default S3 method:
carx(y, x = NULL, ci = NULL, lcl = NULL, ucl = NULL,
p = 1, prmtrX = NULL, prmtrAR = NULL, sigma = NULL,
y.na.action = c("skip", "as.censored"), addMu = TRUE, tol = 1e-04,
max.iter = 500, CI.compute = FALSE, CI.level = 0.95, b = 1000,
b.robust = FALSE, b.show.progress = FALSE, init.method = c("biased",
"consistent"), cenTS = NULL, verbose = FALSE, seed = NULL, ...)
|
y |
a vector of possibly censored responses. |
x |
a matrix of covariates, or some object which can be coerced to matrix. Default= |
ci |
a vector of numeric values. If its i-th value is zero (negative, positive), then the
corresponding element of
|
lcl |
a vector of lower censoring limits, or a number assuming constant limit.
Default = |
ucl |
a vector of upper censoring limits, or a number assuming constant limit.
Default = |
p |
the AR order for the regression errors. Default = 1. |
prmtrX |
the initial values of the regression parameters for |
prmtrAR |
the initial values of the AR coefficients.
Default = |
sigma |
the initial value of the innovation (noise) standard deviation.
Default = |
y.na.action |
a string indicating how to deal with missing (NA) values in |
addMu |
logical, indicating whether to include an intercept in case |
tol |
the tolerance level used in the stopping criterion. Default = 1.0e-4. |
max.iter |
maximum number of iterations allowed in the optimization. Default = 100. |
CI.compute |
logical value to indicate whether to compute the confidence intervals for the
parameters. Default = |
CI.level |
numeric value in (0,1) representing the confidence level. Default = 0.95. |
b |
number of bootstrap replicates used for computing the boostrap confidence intervals. Default = 1000. |
b.robust |
logical, if |
b.show.progress |
logical, if |
init.method |
a string selecting a procedure ("biased", or "consistent")
for deteriming the initial values, in case there
are no initial values for some parameters, i.e., one of |
cenTS |
an optional argument to pass a |
verbose |
logical value indicates whether to print intermediate results for monitoring the the progress of the iterative estimation procedure. Default = FALSE. |
seed |
the random seed initialized at the beginning of the function. If a valid seed is supplied, the function will first store the current seed and set the seed according to the supplied seed, then restore the seed upon exit. Default = |
... |
not used. |
a CARX object of the estimated model.
cenTS
on how to construct a cenTS
object.
1 2 3 4 |
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