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StReg  

Student's t Regression Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("StReg", "1.1")



Attach the package and use:
library("StReg")
Maintained by
Niraj Poudyal
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-08-17
Latest Update: 2023-08-17
Description:
It contains functions to estimate multivariate Student's t dynamic and static regression models for given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form. Poudyal, N., and Spanos, A. (2022) <doi:10.3390/econometrics10020017>. Spanos, A. (1994) <http://www.jstor.org/stable/3532870>.
How to cite:
Niraj Poudyal (2023). StReg: Student's t Regression Models. R package version 1.1, https://cran.r-project.org/web/packages/StReg. Accessed 09 Nov. 2024.
Previous versions and publish date:
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