ARCensReg: Fitting Univariate Censored Linear Regression Model with Autoregressive Errors

It fits an univariate left or right censored linear regression model with autoregressive errors under the normal distribution. It provides estimates and standard errors of the parameters, prediction of future observations and it supports missing values on the dependent variable. It also performs influence diagnostic through local influence for three possible perturbation schemes.

Version: 2.1
Imports: mvtnorm, tmvtnorm, msm, numDeriv, utils, graphics, stats
Suggests: SMNCensReg
Published: 2016-09-11
Author: Fernanda L. Schumacher, Victor H. Lachos and Christian E. Galarza
Maintainer: Fernanda L. Schumacher <fernandalschumacher at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: ARCensReg results

Downloads:

Reference manual: ARCensReg.pdf
Package source: ARCensReg_2.1.tar.gz
Windows binaries: r-devel: ARCensReg_2.1.zip, r-release: ARCensReg_2.1.zip, r-oldrel: ARCensReg_2.1.zip
OS X binaries: r-release: ARCensReg_2.1.tgz, r-oldrel: ARCensReg_2.1.tgz
Old sources: ARCensReg archive

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