Censored Autoregressive Model with Exogenous Covariates

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.


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install.packages("carx")

0.7.1 by Chao Wang, 3 years ago


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


Authors: Chao Wang [aut, cre] , Kung-Sik Chan [aut]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-3 license


Imports tmvtnorm, mvtnorm, matrixStats, xts, zoo, nlme, grDevices, graphics, stats


See at CRAN