ARCensReg: Fitting Univariate Censored Linear Regression Model with
Autoregressive Errors
It fits a univariate left, right, or interval censored linear regression model
with autoregressive errors, considering the normal or the Student-t distribution for the
innovations. It provides estimates and standard errors of the parameters, predicts
future observations, and supports missing values on the dependent variable.
References used for this package:
Schumacher, F. L., Lachos, V. H., & Dey, D. K. (2017). Censored regression models with
autoregressive errors: A likelihood-based perspective. Canadian Journal of Statistics,
45(4), 375-392 <doi:10.1002/cjs.11338>.
Schumacher, F. L., Lachos, V. H., Vilca-Labra, F. E., & Castro, L. M. (2018). Influence
diagnostics for censored regression models with autoregressive errors. Australian & New
Zealand Journal of Statistics, 60(2), 209-229 <doi:10.1111/anzs.12229>.
Valeriano, K. A., Schumacher, F. L., Galarza, C. E., & Matos, L. A. (2021). Censored
autoregressive regression models with Student-t innovations. arXiv preprint
<doi:10.48550/arXiv.2110.00224>.
| Version: |
3.0.1 |
| Imports: |
ggplot2, gridExtra, matrixcalc, methods, msm, mvtnorm, numDeriv, qqplotr, Rcpp, Rdpack, stats, tmvtnorm, utils |
| LinkingTo: |
RcppArmadillo, Rcpp |
| Suggests: |
SMNCensReg |
| Published: |
2023-08-29 |
| DOI: |
10.32614/CRAN.package.ARCensReg |
| Author: |
Fernanda L. Schumacher
 [aut, cre],
Katherine A. L. Valeriano
[ctb],
Victor H. Lachos
[ctb],
Christian G. Morales
[ctb],
Larissa A. Matos
[ctb] |
| Maintainer: |
Fernanda L. Schumacher <fernandalschumacher at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
ARCensReg results |
Documentation:
Downloads:
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