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ConsReg: Fits Regression & ARMA Models Subject to Constraints to the Coefficient

Fits or generalized linear models either a regression with Autoregressive moving-average (ARMA) errors for time series data. The package makes it easy to incorporate constraints into the model's coefficients. The model is specified by an objective function (Gaussian, Binomial or Poisson) or an ARMA order (p,q), a vector of bound constraints for the coefficients (i.e beta1 > 0) and the possibility to incorporate restrictions among coefficients (i.e beta1 > beta2). The references of this packages are the same as 'stats' package for glm() and arima() functions. See Brockwell, P. J. and Davis, R. A. (1996, ISBN-10: 9783319298528). For the different optimizers implemented, it is recommended to consult the documentation of the corresponding packages.

Version: 0.1.0
Depends: R (≥ 3.5)
Imports: data.table (≥ 1.10), forecast (≥ 8.0), rlang (≥ 0.4), nloptr (≥ 1.2), FME (≥ 1.3), MCMCpack (≥ 1.4), Rsolnp (≥ 1.15), DEoptim (≥ 2.2), dfoptim, GA (≥ 3.0), GenSA (≥ 1.1), Metrics, ggplot2, adaptMCMC, Rcpp
Suggests: testthat, knitr, rmarkdown
Published: 2020-04-05
DOI: 10.32614/CRAN.package.ConsReg
Author: Josep Puig Sallés
Maintainer: Josep Puig <puigjos at gmail.com>
BugReports: https://github.com/puigjos/ConsReg/issues
License: GPL-2 | GPL-3
URL: https://github.com/puigjos/ConsReg
NeedsCompilation: yes
Materials: README
CRAN checks: ConsReg results

Documentation:

Reference manual: ConsReg.pdf
Vignettes: Using ConsReg Package

Downloads:

Package source: ConsReg_0.1.0.tar.gz
Windows binaries: r-devel: ConsReg_0.1.0.zip, r-release: ConsReg_0.1.0.zip, r-oldrel: ConsReg_0.1.0.zip
macOS binaries: r-release (arm64): ConsReg_0.1.0.tgz, r-oldrel (arm64): ConsReg_0.1.0.tgz, r-release (x86_64): ConsReg_0.1.0.tgz, r-oldrel (x86_64): ConsReg_0.1.0.tgz

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.