ARCensReg: Fitting Univariate Censored Linear Regression Model with Autoregressive Errors

It fits a univariate left, right, or interval censored linear regression model with autoregressive errors, considering the normal or the Student-t distribution for the innovations. It provides estimates and standard errors of the parameters, predicts future observations, and supports missing values on the dependent variable. References used for this package: Schumacher, F. L., Lachos, V. H., & Dey, D. K. (2017). Censored regression models with autoregressive errors: A likelihood-based perspective. Canadian Journal of Statistics, 45(4), 375-392 <doi:10.1002/cjs.11338>. Schumacher, F. L., Lachos, V. H., Vilca-Labra, F. E., & Castro, L. M. (2018). Influence diagnostics for censored regression models with autoregressive errors. Australian & New Zealand Journal of Statistics, 60(2), 209-229 <doi:10.1111/anzs.12229>. Valeriano, K. A., Schumacher, F. L., Galarza, C. E., & Matos, L. A. (2021). Censored autoregressive regression models with Student-t innovations. arXiv preprint <doi:10.48550/arXiv.2110.00224>.

Version: 3.0.1
Imports: ggplot2, gridExtra, matrixcalc, methods, msm, mvtnorm, numDeriv, qqplotr, Rcpp, Rdpack, stats, tmvtnorm, utils
LinkingTo: RcppArmadillo, Rcpp
Suggests: SMNCensReg
Published: 2023-08-29
DOI: 10.32614/CRAN.package.ARCensReg
Author: Fernanda L. Schumacher ORCID iD [aut, cre], Katherine A. L. Valeriano ORCID iD [ctb], Victor H. Lachos ORCID iD [ctb], Christian G. Morales ORCID iD [ctb], Larissa A. Matos ORCID iD [ctb]
Maintainer: Fernanda L. Schumacher <fernandalschumacher at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
In views: TimeSeries
CRAN checks: ARCensReg results


Reference manual: ARCensReg.pdf


Package source: ARCensReg_3.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): ARCensReg_3.0.1.tgz, r-oldrel (arm64): ARCensReg_3.0.1.tgz, r-release (x86_64): ARCensReg_3.0.1.tgz, r-oldrel (x86_64): ARCensReg_3.0.1.tgz
Old sources: ARCensReg archive


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