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DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)

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
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

Documentation:

Reference manual: DREGAR.pdf

Downloads:

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

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.