Package: DREGAR 0.1.3.0
DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)
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.
Authors:
DREGAR_0.1.3.0.tar.gz
DREGAR_0.1.3.0.zip(r-4.5)DREGAR_0.1.3.0.zip(r-4.4)DREGAR_0.1.3.0.zip(r-4.3)
DREGAR_0.1.3.0.tgz(r-4.5-any)DREGAR_0.1.3.0.tgz(r-4.4-any)DREGAR_0.1.3.0.tgz(r-4.3-any)
DREGAR_0.1.3.0.tar.gz(r-4.5-noble)DREGAR_0.1.3.0.tar.gz(r-4.4-noble)
DREGAR_0.1.3.0.tgz(r-4.4-emscripten)DREGAR_0.1.3.0.tgz(r-4.3-emscripten)
DREGAR.pdf |DREGAR.html✨
DREGAR/json (API)
| # Install 'DREGAR' in R: |
| install.packages('DREGAR', repos = c('https://hamedhm.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 8 years agofrom:d96d583ca4. Checks:8 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 02 2025 |
| R-4.5-win | OK | Mar 02 2025 |
| R-4.5-mac | OK | Mar 02 2025 |
| R-4.5-linux | OK | Mar 02 2025 |
| R-4.4-win | OK | Mar 02 2025 |
| R-4.4-mac | OK | Mar 02 2025 |
| R-4.3-win | OK | Mar 02 2025 |
| R-4.3-mac | OK | Mar 02 2025 |
Exports:dregar2dregar6generateARsim.dregar
Dependencies:msgps
