DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)

A penalized/non-penalized implementation for dynamic regression in the presence of autocorrelated residuals (DREGAR) using iterative penalized/ordinary least squares. It applies Mallows CP, AIC, BIC and GCV to select the tuning parameters.

Version:	0.1.3.0
Depends:	R (≥ 2.10.0)
Imports:	msgps
Published:	2017-03-10
Author:	Hamed Haselimashhadi (www.hamedhaseli.webs.com)
Maintainer:	Hamed Haselimashhadi <hamedhaseli at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	http://hamedhaseli.webs.com.
NeedsCompilation:	yes
Materials:	ChangeLog
CRAN checks:	DREGAR results

Documentation:

Reference manual:

DREGAR.pdf

Downloads:

Package source:	DREGAR_0.1.3.0.tar.gz
Windows binaries:	r-devel: DREGAR_0.1.3.0.zip, r-release: DREGAR_0.1.3.0.zip, r-oldrel: DREGAR_0.1.3.0.zip
macOS binaries:	r-release (arm64): DREGAR_0.1.3.0.tgz, r-oldrel (arm64): DREGAR_0.1.3.0.tgz, r-release (x86_64): DREGAR_0.1.3.0.tgz, r-oldrel (x86_64): DREGAR_0.1.3.0.tgz
Old sources:	DREGAR archive

Linking:

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