Package: BTSR 0.1.5

BTSR: Bounded Time Series Regression

Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) <doi:10.1016/j.jhydrol.2017.10.006>, Pumi et al. (2019) <doi:10.1016/j.jspi.2018.10.001>, Pumi et al. (2021) <doi:10.1111/sjos.12439> and Pumi et al. (2022) <arxiv:2211.02097>.

Authors:Taiane Schaedler Prass [aut, cre, com], Guilherme Pumi [ctb, aut], Fábio Mariano Bayer [ctb], Jack Joseph Dongarra [ctb], Cleve Moler [ctb], Gilbert Wright Stewart [ctb], Ciyou Zhu [ctb], Richard H. Byrd [ctb], Jorge Nocedal [ctb], Jose Luis Morales [ctb], Peihuang Lu-Chen [ctb], John Burkardt [ctb], Alan Miller [ctb], B.E. Schneider [ctb], Alfred H. Morris [ctb], D.E. Shaw [ctb], Robert W.M. Wedderburn [ctb], Jason Blevins [ctb], Brian Wichman [ctb], David Hill [ctb], Hiroshi Takano [ctb], George Marsaglia [ctb], Jean-Michel Brankart [ctb], Steve Kifowit [ctb], Donald E. Knuth [ctb], Catherine Loader [ctb]

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21 exports 1 stars 0.23 score 0 dependencies 1 scripts 1.2k downloads

Last updated 12 months agofrom:484ca32fa7. Checks:OK: 9. Indexed: yes.

Exports:BARC.extractBARC.fitBARC.simBARFIMA.extractBARFIMA.fitBARFIMA.simbtsr.extractbtsr.fitbtsr.simcoefs.startfit.controlGARFIMA.extractGARFIMA.fitGARFIMA.simKARFIMA.extractKARFIMA.fitKARFIMA.simlink.btsrUWARFIMA.extractUWARFIMA.fitUWARFIMA.sim

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