A censored time series class is designed. An estimation procedure is implemented to estimate the Censored AutoRegressive time series with eXogenous covariates (CARX), assuming normality of the innovations. Some other functions that might be useful are also included.

Documentation

Manual: carx.pdf
Vignette: None available.

Maintainer: Chao Wang <chao-wang at uiowa.edu>

Author(s): Chao Wang*, Kung-Sik Chan*

Install package and any missing dependencies by running this line in your R console:

install.packages("carx")

Depends R (>= 1.9.0)
Imports tmvtnorm, mvtnorm, matrixStats, xts, zoo, nlme, grDevices, graphics, stats
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Package carx
Materials
URL
Task Views TimeSeries
Version 0.6.2
Published 2016-03-09
License GPL-3
BugReports
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NeedsCompilation no
Citation
CRAN checks carx check results
Package source carx_0.6.2.tar.gz