dyn: Time Series Regression

Time series regression. The dyn class interfaces ts, irts(), zoo() and zooreg() time series classes to lm(), glm(), loess(), quantreg::rq(), MASS::rlm(), MCMCpack::MCMCregress(), quantreg::rq(), randomForest::randomForest() and other regression functions allowing those functions to be used with time series including specifications that may contain lags, diffs and missing values.

Package details

AuthorG. Grothendieck
MaintainerM. Leeds <markleeds2@gmail.com>
Package repositoryView on CRAN
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dyn documentation built on May 1, 2019, 9:12 p.m.