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carx (version 0.7.1)

Censored Autoregressive Model with Exogenous Covariates

Description

A censored time series class is designed. An estimation procedure is implemented to estimate the Censored AutoRegressive time series with eXogenous covariates (CARX), assuming normality of the innovations. Some other functions that might be useful are also included.

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Version

Install

install.packages('carx')

Monthly Downloads

17

Version

0.7.1

License

GPL-3

Maintainer

Chao Wang

Last Published

November 20th, 2017

Functions in carx (0.7.1)

Create a censored time series object of cenTS class

The default estimation method for a CARX model

Simulate data from a carx model

A formula interface to the carx method

Select a carx model by the AIC

carx: A package to fit Censored Auto-Regressive model with eXogenous covariates (CARX)

Compute the AIC of a fitted carx object

conditionalDistMvnorm

Calculate the conditional mean & variance of a random vector following a multivariate normal distribution

simulate a sample cenTS data for carx

Detecting outliers in a carx model.

Compute the covariance matrix of some observations of the AR model

Plot a fitted carx object

Detecting outliers in a carx model.

Fitted values of a carx object

The quasi-log-likelihood of a carx object

Detect all outliers of a carx object

S3 method to detect outlier of a carx object

Prediction with a fitted carx object

Plot a cenTS object

Predict a regression model with AR errors

print.summary.carx

Print a summary of an carx object

Print a short description of the fitted model

The total phosphorus concentration and river discharge data of West Fork Cedar River at Finchford, Iowa.

Print a cenTS object

Show diagnostic plots for a carx object

Residuals of a fitted carx object

Summarize the fitted carx object

Return the xreg part of the cenTS object

Return the xreg part of the cenTS object