Time series regression. The dyn class interfaces ts, irts(), zoo() and zooreg() time series classes to lm(), glm(), loess(), quantreg::rq(), MASS::rlm(), MCMCpack::MCMCregress(), quantreg::rq(), randomForest::randomForest() and other regression functions allowing those functions to be used with time series including specifications that may contain lags, diffs and missing values.
| Version: | 0.2-9.6 |
| Depends: | R (≥ 2.6.0), zoo (≥ 1.0-0) |
| Suggests: | lattice, MASS, MCMCpack, quantreg (≥ 3.82), randomForest, sandwich, tseries |
| Published: | 2018-03-19 |
| Author: | G. Grothendieck |
| Maintainer: | M. Leeds <markleeds2 at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| Copyright: | see file COPYRIGHTS |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | Environmetrics, Finance, TimeSeries |
| CRAN checks: | dyn results |
| Reference manual: | dyn.pdf |
| Package source: | dyn_0.2-9.6.tar.gz |
| Windows binaries: | r-devel: dyn_0.2-9.6.zip, r-release: dyn_0.2-9.6.zip, r-oldrel: dyn_0.2-9.6.zip |
| macOS binaries: | r-release: dyn_0.2-9.6.tgz, r-oldrel: dyn_0.2-9.6.tgz |
| Old sources: | dyn archive |
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