PTSR: Positive Time Series Regression
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.; Pumi, G.; Taufemback, C.G. and Carlos, J.H. (2025). "Positive time series regression models: theoretical and computational aspects". Computational Statistics 40, 1185–1215. <doi:10.1007/s00180-024-01531-z>.
Version: |
0.1.3 |
Depends: |
R (≥ 4.0.0) |
Imports: |
extraDistr, SuppDists, actuar, numDeriv |
Published: |
2025-05-17 |
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: |
no |
Materials: |
NEWS |
In views: |
TimeSeries |
CRAN checks: |
PTSR results |
Documentation:
Downloads:
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