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.
| Version: | 0.1.3.0 |
| Depends: | R (≥ 2.10.0) |
| Imports: | msgps |
| Published: | 2017-03-10 |
| DOI: | 10.32614/CRAN.package.DREGAR |
| Author: | Hamed Haselimashhadi (www.hamedhaseli.webs.com) |
| Maintainer: | Hamed Haselimashhadi <hamedhaseli at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://hamedhaseli.webs.com. |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| CRAN checks: | DREGAR results |
| Reference manual: | DREGAR.pdf |
| Package source: | DREGAR_0.1.3.0.tar.gz |
| Windows binaries: | r-devel: DREGAR_0.1.3.0.zip, r-release: DREGAR_0.1.3.0.zip, r-oldrel: DREGAR_0.1.3.0.zip |
| macOS binaries: | r-release (arm64): DREGAR_0.1.3.0.tgz, r-oldrel (arm64): DREGAR_0.1.3.0.tgz, r-release (x86_64): DREGAR_0.1.3.0.tgz, r-oldrel (x86_64): DREGAR_0.1.3.0.tgz |
| Old sources: | DREGAR archive |
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