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ConsReg

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:

  • ConsReg
  • ConsRegArima

The first one, *ConsReg, as I said is a wrapper of glm function, while ConsRegArima allows to estimate regression models with Arima errors.

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Install

install.packages('ConsReg')

Monthly Downloads

264

Version

0.1.0

License

GPL-2 | GPL-3

Issues

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Maintainer

Josep Puig

Last Published

April 5th, 2020

Functions in ConsReg (0.1.0)

ConsRegArima

Fit regression model with Arma errors to univariate time series
predict.ConsRegArima

Predict function for ConsRegArima object
ConsReg

Fit a regression model with gaussian or binomial objective function
fake_data

Fake data for regression
predict.ConsReg

Predict or fitted values of object ConsReg
plot.roll.ConsRegArima

Plot an roll object plot an roll.ConsRegArima object
rolling

rolling: Back-test your model
series

Fake data for time series
sales

Sales data set