A collection of functions to simulate, estimate and forecast a wide range of regression based dynamic models for positive time series. This package implements the results presented in Prass, T.S.; Pumi, G.; Taufemback, C.G. and Carlos, J.H. (2025). "Positive time series regression models: theoretical and computational aspects". Computational Statistics 40, 1185–1215. <doi:10.1007/s00180-024-01531-z>.
| Version: | 0.1.3 |
| Depends: | R (≥ 4.0.0) |
| Imports: | extraDistr, SuppDists, actuar, numDeriv |
| Published: | 2025-05-17 |
| DOI: | 10.32614/CRAN.package.PTSR |
| Author: | Taiane Schaedler Prass
|
| Maintainer: | Taiane Schaedler Prass <taianeprass at gmail.com> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | PTSR results |
| Reference manual: | PTSR.html , PTSR.pdf |
| Package source: | PTSR_0.1.3.tar.gz |
| Windows binaries: | r-devel: PTSR_0.1.3.zip, r-release: PTSR_0.1.3.zip, r-oldrel: PTSR_0.1.3.zip |
| macOS binaries: | r-release (arm64): PTSR_0.1.3.tgz, r-oldrel (arm64): PTSR_0.1.3.tgz, r-release (x86_64): PTSR_0.1.3.tgz, r-oldrel (x86_64): PTSR_0.1.3.tgz |
| Old sources: | PTSR archive |
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