It fits a univariate left, right, or interval censored linear regression model with autoregressive errors, considering the normal or the Student-t distribution for the innovations. It provides estimates and standard errors of the parameters, predicts future observations, and supports missing values on the dependent variable. References used for this package: Schumacher, F. L., Lachos, V. H., & Dey, D. K. (2017). Censored regression models with autoregressive errors: A likelihood-based perspective. Canadian Journal of Statistics, 45(4), 375-392 <doi:10.1002/cjs.11338>. Schumacher, F. L., Lachos, V. H., Vilca-Labra, F. E., & Castro, L. M. (2018). Influence diagnostics for censored regression models with autoregressive errors. Australian & New Zealand Journal of Statistics, 60(2), 209-229 <doi:10.1111/anzs.12229>. Valeriano, K. A., Schumacher, F. L., Galarza, C. E., & Matos, L. A. (2021). Censored autoregressive regression models with Student-t innovations. arXiv preprint <doi:10.48550/arXiv.2110.00224>.
Version: 3.0.1 Imports: ggplot2, gridExtra, matrixcalc, methods, msm, mvtnorm, numDeriv, qqplotr, Rcpp, Rdpack, stats, tmvtnorm, utils LinkingTo: RcppArmadillo, Rcpp Suggests: SMNCensReg Published: 2023-08-29 DOI: 10.32614/CRAN.package.ARCensReg Author: Fernanda L. Schumacher [aut, cre], Katherine A. L. Valeriano [ctb], Victor H. Lachos [ctb], Christian G. Morales [ctb], Larissa A. Matos [ctb] Maintainer: Fernanda L. Schumacher <fernandalschumacher at gmail.com> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: yes Materials: README NEWS In views: TimeSeries CRAN checks: ARCensReg results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=ARCensReg to link to this page.
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