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.
| Version: |
0.6.1 |
| Depends: |
R (≥ 1.9.0) |
| Imports: |
tmvtnorm, mvtnorm, matrixStats, xts, zoo, nlme, grDevices, graphics, stats |
| Published: |
2016-01-19 |
| Author: |
Chao Wang [aut, cre],
Kung-Sik Chan [aut] |
| Maintainer: |
Chao Wang <chao-wang at uiowa.edu> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| In views: |
TimeSeries |
| CRAN checks: |
carx results |