carx: 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.

Version:	0.7.1
Depends:	R (≥ 1.9.0)
Imports:	tmvtnorm, mvtnorm, matrixStats, xts, zoo, nlme, grDevices, graphics, stats
Published:	2017-11-20
Author:	Chao Wang [aut, cre], Kung-Sik Chan [aut]
Maintainer:	Chao Wang <chao-wang at uiowa.edu>
License:	GPL-3
NeedsCompilation:	no
In views:	TimeSeries
CRAN checks:	carx results

Documentation:

Reference manual:

carx.pdf

Downloads:

Package source:	carx_0.7.1.tar.gz
Windows binaries:	r-devel: carx_0.7.1.zip, r-release: carx_0.7.1.zip, r-oldrel: carx_0.7.1.zip
macOS binaries:	r-release (arm64): carx_0.7.1.tgz, r-release (x86_64): carx_0.7.1.tgz, r-oldrel: carx_0.7.1.tgz
Old sources:	carx archive

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