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. (2024). Censored autoregressive regression models with Student‐t innovations. Canadian Journal of Statistics, 52(3), 804-828 <doi:10.1002/cjs.11804>.">

ARCensReg: Fitting Univariate Censored Linear Regression Model with Autoregressive Errors (original) (raw)

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. (2024). Censored autoregressive regression models with Student‐t innovations. Canadian Journal of Statistics, 52(3), 804-828 <doi:10.1002/cjs.11804>.

Version: 3.0.2
Imports: ggplot2, gridExtra, matrixcalc, methods, msm, mvtnorm, numDeriv, qqplotr, Rcpp, Rdpack, stats, tmvtnorm, utils
LinkingTo: RcppArmadillo, Rcpp
Suggests: SMNCensReg
Published: 2025-08-26
DOI: 10.32614/CRAN.package.ARCensReg
Author: Fernanda L. SchumacherORCID iD [aut, cre], Katherine A. L. ValerianoORCID iD [ctb], Victor H. Lachos ORCID iD [ctb], Christian G. MoralesORCID iD [ctb], Larissa A. Matos ORCID iD [ctb]
Maintainer: Fernanda L. Schumacher
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README, NEWS
In views: TimeSeries
CRAN checks: ARCensReg results

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