Five Novel Stochastic Regression Models with Arvind-Distributed Errors and Effects R package ArvindSt version 1.0.0 Implements the 'Arvind' distribution and five novel stochastic regression models that replace the traditional Gaussian error assumption with 'Arvind'-distributed errors. The 'Arvind' distribution is a flexible single-parameter continuous distribution on the positive real line characterised by a polynomial numerator with Gaussian-type decay. The package provides complete distribution functions (darvind(), parvind(), qarvind(), rarvind()), maximum likelihood estimation via fit_arvind_mle(), and five model-fitting routines: Random Walk on Coefficients via fit_rw1(), Time-Varying Coefficient Linear Model via fit_tvlm(), Simulation-Extrapolation via fit_simex(), Mixed-Effects Regression via fit_mixed(), and Regime-Switching Hidden Markov Model via fit_hmm(). Additionally provides Monte Carlo forecasting with prediction intervals via forecast_arvind(), comprehensive goodness-of-fit diagnostics (21 metrics and 25 plots) via diagnostics_arvind() and plot_arvind(), k-fold and rolling-window cross-validation via cv_arvind(), and unified model comparison via summary_arvind(). For more details see Pandey, Singh, Tyagi, and Tyagi (2024) "Modelling climate, COVID-19, and reliability data: A new continuous lifetime model under different methods of estimation", Statistics and Applications, 22(2), <https://ssca.org.in/journal.html>. Software Depends: R (>= 4.0.0) Imports: stats, graphics, grDevices, utils, ggplot2, forecast, tvReg, lme4, depmixS4, reshape2, rlang Suggests: testthat (>= 3.0.0), knitr, rmarkdown Shikhar Tyagi <shikhar1093tyagi@gmail.com> Comprehensive R Archive Network (CRAN) Shikhar Tyagi [aut, cre] (ORCID: <https://orcid.org/0000-0003-1606-0844>), Arvind Pandey [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=ArvindSt/LICENSE) 2026-05-11 application/tgz https://CRAN.R-project.org/package=ArvindSt doi:10.32614/CRAN.package.ArvindSt en-US