CRAN/E | slm

slm

Stationary Linear Models

Installation

About

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 .

Key Metrics

Version 1.2.0
R ≥ 2.10
Published 2020-08-31 1496 days ago
Needs compilation? no
License GPL-3
CRAN checks slm results

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Maintainer

Maintainer

Emmanuel Caron

Authors

Emmanuel Caron
Jérôme Dedecker
Bertr
Michel

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

slm archive

Depends

R ≥ 2.10

Imports

ltsa
methods
stats
capushe
sandwich
expm