DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)

A penalized/non-penalized implementation for dynamic regression in the presence of autocorrelated residuals (DREGAR) using iterative penalized/ordinary least squares. It applies Mallows CP, AIC, BIC and GCV to select the tuning parameters.

Version: 0.1.4.0
Depends: R (≥ 2.10.0)
Imports: msgps
Published: 2025-05-17
Author: Hamed Haselimashhadi [aut, cre]
Maintainer: Hamed Haselimashhadi <hamedhaseli at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
CRAN checks: DREGAR results

Documentation:

Reference manual: DREGAR.html , DREGAR.pdf

Downloads:

Package source: DREGAR_0.1.4.0.tar.gz
Windows binaries: r-devel: DREGAR_0.1.4.0.zip, r-release: DREGAR_0.1.4.0.zip, r-oldrel: DREGAR_0.1.4.0.zip
macOS binaries: r-release (arm64): DREGAR_0.1.4.0.tgz, r-oldrel (arm64): DREGAR_0.1.4.0.tgz, r-release (x86_64): DREGAR_0.1.4.0.tgz, r-oldrel (x86_64): DREGAR_0.1.4.0.tgz
Old sources: DREGAR archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=DREGAR to link to this page.