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 ORCID iD [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:

Reference manual: PTSR.html , PTSR.pdf

Downloads:

Package source: PTSR_0.1.3.tar.gz
Windows binaries: r-devel: PTSR_0.1.3.zip, r-release: PTSR_0.1.3.zip, r-oldrel: PTSR_0.1.3.zip
macOS binaries: r-release (arm64): PTSR_0.1.3.tgz, r-oldrel (arm64): PTSR_0.1.3.tgz, r-release (x86_64): PTSR_0.1.3.tgz, r-oldrel (x86_64): PTSR_0.1.3.tgz
Old sources: PTSR archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=PTSR to link to this page.