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.


Reference manual

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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