CRAN/E | DREGAR

DREGAR

Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)

Installation

About

A penalized/non-penalized implementation for dynamic regression in the presence of autocorrelated residuals (DREGAR) using iterative penalized/ordinary least squares. It applies Mallows CP, AIC, BIC and GCV to select the tuning parameters.

hamedhaseli.webs.com.

Key Metrics

Version 0.1.3.0
R ≥ 2.10.0
Published 2017-03-10 2593 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks DREGAR results

Downloads

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Maintainer

Maintainer

Hamed Haselimashhadi

hamedhaseli@gmail.com

Authors

Hamed Haselimashhadi

(www.hamedhaseli.webs.com)

Material

ChangeLog
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

DREGAR archive

Depends

R ≥ 2.10.0

Imports

msgps