puigjos/ConsReg: Fitting Regression Models & Regression with Arma Errors, Subject to Constraints and Restrictions to the Coefficients

Fits or generalized linear models either a regression with arma errors (Time series) where the parameters could be subject to constraints or restrictions. The model is specified by an objective function (Gaussian, Binomial or Poisson) or an Arma order (p,q), a vector of bound constraints for the coefficients and the possibility to incorporate restrictions among coefficients (i.e b1 > b2).

install.packages("remotes")
remotes::install_github("puigjos/ConsReg")