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ConsReg is my first R package that I decide to give to the R community. It is a compilation of functions that I have used in my day-to-day developing models.
ConsReg allows the estimation of GLM models with restrictions to parameters: both of limits (upper and lower) and between parameters (e.g. coef1 > coef2). This package is very easy to use and is ideal for situations where the logic of the model is more important than the error itself.
ConsReg has two main functions:
The first one, *ConsReg, as I said is a wrapper of glm function, while ConsRegArima allows to estimate regression models with Arima errors.
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.