Additive Partial Linear Models with Symmetric Autoregressive Errors
Akaike information criterion
Diagnostic Plots for additive partial linear models with symmetric err...
Fitting Additive partial linear models with symmetric errors
Bayesian information criterion
Extract the coefficients of the fitted APLMS model
Family Objects for Elliptical Models
local influence analysis of the object aplms()
Local influence plots of the object aplms()
Default APLMS plotting
Extract Residuals for APLMS fits
Print method for "aplms" class
Set of tools for fitting the additive partial linear models with symmetric autoregressive errors of order p, or APLMS-AR(p). This setup enables the modeling of a time series response variable using linear and nonlinear structures of a set of explanatory variables, with nonparametric components approximated by natural cubic splines or P-splines. It also accounts for autoregressive error terms with distributions that have lighter or heavier tails than the normal distribution. The package includes various error distributions, such as normal, generalized normal, Student's t, generalized Student's t, power-exponential, and Cauchy distributions. Chou-Chen, S.W., Oliveira, R.A., Raicher, I., Gilberto A. Paula (2024) <doi:10.1007/s00362-024-01590-w>.