PTSR0.1.2 package

Positive Time Series Regression

ddist

Reparametrized Distributions

predict.ptsr

Predict method for PTSR

print.ptsr

Print Method of class PTSR

ptsr.fit

Title Function to fit a PTSR model

ptsr.link

Create a Link for PTSR models

ptsr.sim

Function to simulate a PTSR model

summary

Summary Method of class PTSR

Download source packageRead PDF manual

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" <arXiv:2201.03667>.

  • Maintainer: Taiane Schaedler Prass
  • License: GPL (>= 3)
  • Last published: 2022-02-08