ARCensReg: Fitting Univariate Censored Linear Regression Model with
Autoregressive Errors
It fits an univariate left or right censored linear regression model
with autoregressive errors under the normal distribution. It provides estimates
and standard errors of the parameters, prediction of future observations and
it supports missing values on the dependent variable.
It also performs influence diagnostic through local influence for three possible
perturbation schemes.
| Version: |
2.1 |
| Imports: |
mvtnorm, tmvtnorm, msm, numDeriv, utils, graphics, stats |
| Suggests: |
SMNCensReg |
| Published: |
2016-09-11 |
| Author: |
Fernanda L. Schumacher, Victor H. Lachos and Christian E. Galarza |
| Maintainer: |
Fernanda L. Schumacher <fernandalschumacher at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| In views: |
TimeSeries |
| CRAN checks: |
ARCensReg results |
Documentation:
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