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-4.5)ConsReg_0.1.0.zip(r-4.4)ConsReg_0.1.0.zip(r-4.3)
ConsReg_0.1.0.tgz(r-4.4-x86_64)ConsReg_0.1.0.tgz(r-4.4-arm64)ConsReg_0.1.0.tgz(r-4.3-x86_64)ConsReg_0.1.0.tgz(r-4.3-arm64)
ConsReg_0.1.0.tar.gz(r-4.5-noble)ConsReg_0.1.0.tar.gz(r-4.4-noble)
ConsReg_0.1.0.tgz(r-4.4-emscripten)ConsReg_0.1.0.tgz(r-4.3-emscripten)
ConsReg.pdf |ConsReg.html✨
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 207 downloads 3 exports 72 dependencies

Last updated 5 years agofrom:50b7df1faa. Checks:OK: 1 NOTE: 8. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 06 2024
R-4.5-win-x86_64	NOTE	Nov 06 2024
R-4.5-linux-x86_64	NOTE	Nov 06 2024
R-4.4-win-x86_64	NOTE	Nov 06 2024
R-4.4-mac-x86_64	NOTE	Nov 06 2024
R-4.4-mac-aarch64	NOTE	Nov 06 2024
R-4.3-win-x86_64	NOTE	Nov 06 2024
R-4.3-mac-x86_64	NOTE	Nov 06 2024
R-4.3-mac-aarch64	NOTE	Nov 06 2024

Exports:ConsReg ConsRegArima rolling

Dependencies:adaptMCMC cli coda codetools colorspace crayon curl data.table DEoptim deSolve dfoptim fansi farver FME foreach forecast fracdiff GA generics GenSA ggplot2 glue gtable isoband iterators jsonlite labeling lattice lifecycle lmtest magrittr MASS Matrix MatrixModels mcmc MCMCpack Metrics mgcv minpack.lm minqa munsell nlme nloptr nnet pillar pkgconfig quadprog quantmod quantreg R6 ramcmc RColorBrewer Rcpp RcppArmadillo rlang rootSolve Rsolnp scales SparseM survival tibble timeDate truncnorm tseries TTR urca utf8 vctrs viridisLite withr xts zoo

Using ConsReg Package

Josep Puig

Rendered fromGetStarted.Rmdusingknitr::rmarkdownon Nov 06 2024.

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