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slm  

Stationary Linear Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("slm", "1.2.0")



Attach the package and use:
library("slm")
Maintained by
Emmanuel Caron
[Scholar Profile | Author Map]
First Published: 2019-07-23
Latest Update: 2020-08-31
Description:
Provides statistical procedures for linear regression in the general context where the errors are assumed to be correlated. Different ways to estimate the asymptotic covariance matrix of the least squares estimators are available. Starting from this estimation of the covariance matrix, the confidence intervals and the usual tests on the parameters are modified. The functions of this package are very similar to those of 'lm': it contains methods such as summary(), plot(), confint() and predict(). The 'slm' package is described in the paper by E. Caron, J. Dedecker and B. Michel (2019), "Linear regression with stationary errors: the R package slm", arXiv preprint <doi:10.48550/arXiv.1906.06583>.
How to cite:
Emmanuel Caron (2019). slm: Stationary Linear Models. R package version 1.2.0, https://cran.r-project.org/web/packages/slm. Accessed 29 Mar. 2025.
Previous versions and publish date:
1.0.0 (2019-07-23 16:40), 1.1.0 (2019-10-24 16:10)
Other packages that cited slm R package
View slm citation profile
Other R packages that slm depends, imports, suggests or enhances
Complete documentation for slm
Functions, R codes and Examples using the slm R package
Some associated functions: Rboot . confint.slm . cov_AR . cov_efromovich . cov_kernel . cov_matrix_estimator . cov_method . cov_select . cov_spectralproj . generative_model . generative_process . plot.slm . predict.slm . rectangle . shan . slm-class . slm-package . slm . summary.slm . trapeze . triangle . vcov.slm . 
Some associated R codes: auxiliary-fun.R . data.R . generative.R . slm-main.R . slm-method.R . slm.R .  Full slm package functions and examples
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