A collection of functions to simulate, estimate and forecast a wide range of regression based dynamic models for positive time series. This package implements the results presented in Prass, T.S.; Carlos, J.H.; Taufemback, C.G. and Pumi, G. (2022). "Positive Time Series Regression" <doi:10.48550/arXiv.2201.03667>.
Version: | 0.1.2 |
Depends: | R (≥ 4.0.0) |
Imports: | extraDistr, SuppDists, actuar, numDeriv |
Published: | 2022-02-08 |
DOI: | 10.32614/CRAN.package.PTSR |
Author: | Taiane Schaedler Prass [aut, cre, com], Jonas Hendler Carlos [aut], Cleiton Guollo Taufemback [aut] |
Maintainer: | Taiane Schaedler Prass <taianeprass at gmail.com> |
License: | GPL (≥ 3) |
NeedsCompilation: | yes |
Materials: | NEWS |
In views: | TimeSeries |
CRAN checks: | PTSR results |
Reference manual: | PTSR.pdf |
Package source: | PTSR_0.1.2.tar.gz |
Windows binaries: | r-devel: PTSR_0.1.2.zip, r-release: PTSR_0.1.2.zip, r-oldrel: PTSR_0.1.2.zip |
macOS binaries: | r-release (arm64): PTSR_0.1.2.tgz, r-oldrel (arm64): PTSR_0.1.2.tgz, r-release (x86_64): PTSR_0.1.2.tgz, r-oldrel (x86_64): PTSR_0.1.2.tgz |
Old sources: | PTSR archive |
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