Package: DREGAR 0.1.4.0

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:Hamed Haselimashhadi [aut, cre]

DREGAR_0.1.4.0.tar.gz
DREGAR_0.1.4.0.zip(r-4.7)DREGAR_0.1.4.0.zip(r-4.6)DREGAR_0.1.4.0.zip(r-4.5)
DREGAR_0.1.4.0.tgz(r-4.6-any)DREGAR_0.1.4.0.tgz(r-4.5-any)
DREGAR_0.1.4.0.tar.gz(r-4.7-any)DREGAR_0.1.4.0.tar.gz(r-4.6-any)
DREGAR_0.1.4.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
DREGAR/json (API)

# Install 'DREGAR' in R:
install.packages('DREGAR', repos = c('https://hamedhm.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 5 scripts 678 downloads 4 exports 1 dependencies

Last updated from:856b4f0006. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK110
source / vignettesOK141
linux-release-x86_64OK110
macos-release-arm64OK84
macos-oldrel-arm64OK93
windows-develOK90
windows-releaseOK62
windows-oldrelOK68
wasm-releaseOK90

Exports:dregar2dregar6generateARsim.dregar

Dependencies:msgps