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.
Vignette: None available.
Install package and any missing dependencies by running this line in your R console:
MRAN could not find a CRAN package by this name.
Would you like to start a new search?