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DREGAR  

Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("DREGAR", "0.1.3.0")



Attach the package and use:
library("DREGAR")
Maintained by
Hamed Haselimashhadi
[Scholar Profile | Author Map]
First Published: 2016-06-30
Latest Update: 2017-03-10
Description:
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.
How to cite:
Hamed Haselimashhadi (2016). DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR). R package version 0.1.3.0, https://cran.r-project.org/web/packages/DREGAR. Accessed 21 Feb. 2025.
Previous versions and publish date:
0.1.0.0 (2016-06-30 12:14)
Other packages that cited DREGAR R package
View DREGAR citation profile
Other R packages that DREGAR depends, imports, suggests or enhances
Complete documentation for DREGAR
Functions, R codes and Examples using the DREGAR R package
Some associated functions: dregar . dregar2 . generateAR . sim.dregar . 
Some associated R codes: dregar2.R . main.R . regarma.R . side.R . sim.dregar.R .  Full DREGAR package functions and examples
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