ConsReg: Fits Regression & ARMA Models Subject to Constraints to the Coefficient

Fits or generalized linear models either a regression with Autoregressive moving-average (ARMA) errors for time series data. The package makes it easy to incorporate constraints into the model's coefficients. The model is specified by an objective function (Gaussian, Binomial or Poisson) or an ARMA order (p,q), a vector of bound constraints for the coefficients (i.e beta1 > 0) and the possibility to incorporate restrictions among coefficients (i.e beta1 > beta2). The references of this packages are the same as 'stats' package for glm() and arima() functions. See Brockwell, P. J. and Davis, R. A. (1996, ISBN-10: 9783319298528). For the different optimizers implemented, it is recommended to consult the documentation of the corresponding packages.

Version: 0.1.0
Depends: R (≥ 3.5)
Imports: data.table (≥ 1.10), forecast (≥ 8.0), rlang (≥ 0.4), nloptr (≥ 1.2), FME (≥ 1.3), MCMCpack (≥ 1.4), Rsolnp (≥ 1.15), DEoptim (≥ 2.2), dfoptim, GA (≥ 3.0), GenSA (≥ 1.1), Metrics, ggplot2, adaptMCMC, Rcpp
Suggests: testthat, knitr, rmarkdown
Published: 2020-04-05
Author: Josep Puig Sall├ęs
Maintainer: Josep Puig <puigjos at>
License: GPL-2 | GPL-3
NeedsCompilation: yes
Materials: README
CRAN checks: ConsReg results


Reference manual: ConsReg.pdf
Vignettes: Using ConsReg Package
Package source: ConsReg_0.1.0.tar.gz
Windows binaries: r-prerelease:, r-release:, r-oldrel:
macOS binaries: r-prerelease: ConsReg_0.1.0.tgz, r-release: ConsReg_0.1.0.tgz, r-oldrel: not available


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