Package: ConsReg 0.1.0

ConsReg: Fitting Regression Models & Regression with Arma Errors, Subject to Constraints and Restrictions to the Coefficients

Fits or generalized linear models either a regression with arma errors (Time series) where the parameters could be subject to constraints or restrictions. 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 and the possibility to incorporate restrictions among coefficients (i.e b1 > b2).

Authors:Josep Puig Sallés

ConsReg_0.1.0.tar.gz
ConsReg_0.1.0.zip(r-4.7-x86_64)ConsReg_0.1.0.zip(r-4.6-x86_64)ConsReg_0.1.0.zip(r-4.5-x86_64)
ConsReg_0.1.0.tgz(r-4.6-x86_64)ConsReg_0.1.0.tgz(r-4.6-arm64)ConsReg_0.1.0.tgz(r-4.5-x86_64)ConsReg_0.1.0.tgz(r-4.5-arm64)
ConsReg_0.1.0.tar.gz(r-4.7-arm64)ConsReg_0.1.0.tar.gz(r-4.7-x86_64)ConsReg_0.1.0.tar.gz(r-4.6-arm64)ConsReg_0.1.0.tar.gz(r-4.6-x86_64)
ConsReg_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
ConsReg/json (API)

# Install 'ConsReg' in R:

install.packages('ConsReg', repos = c('https://puigjos.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/puigjos/consreg/issues

Datasets:

fake_data - Fake data for regression
sales - Sales data set
series - Fake data for time series

On CRAN:

4.00 score 2 stars 4 scripts 313 downloads 3 exports 67 dependencies

Last updated from:50b7df1faa. Checks:11 NOTE, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	NOTE	152
linux-devel-x86_64	NOTE	155
source / vignettes	OK	196
linux-release-arm64	NOTE	158
linux-release-x86_64	NOTE	134
macos-release-arm64	NOTE	127
macos-release-x86_64	NOTE	243
macos-oldrel-arm64	NOTE	155
macos-oldrel-x86_64	NOTE	266
windows-devel	NOTE	109
windows-release	NOTE	139
windows-oldrel	NOTE	164
wasm-release	OK	113

Exports:ConsReg ConsRegArima rolling

Dependencies:adaptMCMC cli coda codetools colorspace cpp11 crayon data.table DEoptim deSolve dfoptim digest farver FME foreach forecast fracdiff future future.apply GA generics GenSA ggplot2 globals glue gtable isoband iterators labeling lattice lifecycle listenv lmtest magrittr MASS Matrix MatrixModels mcmc MCMCpack Metrics minpack.lm minqa nlme nloptr nnet numDeriv parallelly quantreg R6 ramcmc RColorBrewer Rcpp RcppArmadillo rlang rootSolve Rsolnp S7 scales SparseM survival timeDate truncnorm urca vctrs viridisLite withr zoo

Using ConsReg Package

Introduction | Start | ConsReg | ConsRegArima

Rendered fromGetStarted.Rmdusingknitr::rmarkdown

Last update: 2020-04-02
Started: 2020-04-02

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Fit a regression model with gaussian or binomial objective function	ConsReg ConsReg.default ConsReg.formula
Fit regression model with Arma errors to univariate time series	ConsRegArima ConsRegArima.default ConsRegArima.formula
Fake data for regression	fake_data
Plot an roll object plot an roll.ConsRegArima object	plot.roll.ConsRegArima
Predict or fitted values of object 'ConsReg'	predict.ConsReg
Predict function for ConsRegArima object	plot.predict.ConsRegArima predict.ConsRegArima print.predict.ConsRegArima
rolling: Back-test your model	rolling
Sales data set	sales
Fake data for time series	series