ARCensReg: Fitting Univariate Censored Linear Regression Model withAutoregressive Errors
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. (2024). Censored autoregressive regression models with Student‐t innovations. Canadian Journal of Statistics, 52(3), 804-828 <doi:10.1002/cjs.11804>.
| Version: | 3.0.2 |
| Imports: | ggplot2,gridExtra,matrixcalc, methods,msm,mvtnorm,numDeriv,qqplotr,Rcpp,Rdpack, stats,tmvtnorm, utils |
| LinkingTo: | RcppArmadillo,Rcpp |
| Suggests: | SMNCensReg |
| Published: | 2025-08-26 |
| 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 |
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