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ConsReg  

Fits Regression & ARMA Models Subject to Constraints to the Coefficient
View on CRAN: Click here


Download and install ConsReg package within the R console
Install from CRAN:
install.packages("ConsReg")

Install from Github:
library("remotes")
install_github("cran/ConsReg")

Install by package version:
library("remotes")
install_version("ConsReg", "0.1.0")



Attach the package and use:
library("ConsReg")
Maintained by
Josep Puig
[Scholar Profile | Author Map]
First Published: 2020-04-05
Latest Update: 2020-04-05
Description:
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.
How to cite:
Josep Puig (2020). ConsReg: Fits Regression & ARMA Models Subject to Constraints to the Coefficient. R package version 0.1.0, https://cran.r-project.org/web/packages/ConsReg. Accessed 06 May. 2025.
Previous versions and publish date:
No previous versions
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Complete documentation for ConsReg
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