Fitting Univariate Censored Linear Regression Model with Autoregressive Errors

It fits an univariate left or right censored linear regression model with autoregressive errors under the normal distribution. It provides estimates and standard errors of the parameters, prediction of future observations and it supports missing values on the dependent variable. It also performs influence diagnostic through local influence for three possible perturbation schemes.


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install.packages("ARCensReg")

2.1 by Fernanda L. Schumacher, 5 years ago


Browse source code at https://github.com/cran/ARCensReg


Authors: Fernanda L. Schumacher , Victor H. Lachos and Christian E. Galarza


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports mvtnorm, tmvtnorm, msm, numDeriv, utils, graphics, stats

Suggests SMNCensReg


See at CRAN