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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


2.1 by Fernanda L. Schumacher, 5 years ago

Browse source code at

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