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.; Carlos, J.H.; Taufemback, C.G. and Pumi, G. (2022). "Positive Time Series Regression" <doi:10.48550/arXiv.2201.03667>.

Version: 0.1.2
Depends: R (≥ 4.0.0)
Imports: extraDistr, SuppDists, actuar, numDeriv
Published: 2022-02-08
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: yes
Materials: NEWS
In views: TimeSeries
CRAN checks: PTSR results

Documentation:

Reference manual: PTSR.pdf

Downloads:

Package source: PTSR_0.1.2.tar.gz
Windows binaries: r-devel: PTSR_0.1.2.zip, r-release: PTSR_0.1.2.zip, r-oldrel: PTSR_0.1.2.zip
macOS binaries: r-release (arm64): PTSR_0.1.2.tgz, r-oldrel (arm64): PTSR_0.1.2.tgz, r-release (x86_64): PTSR_0.1.2.tgz
Old sources: PTSR archive

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