ConsReg
0.1.0Fits Regression & ARMA Models Subject to Constraints to the Coefficient
Overview
Fits or generalized linear models either a regression with Autoregressive moving-average (ARMA) errors for time series data. The package makes it easy to incorporate constraints into the model's coefficients. 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 (i.e beta1 > 0) and the possibility to incorporate restrictions among coefficients (i.e beta1 > beta2). The references of this packages are the same as 'stats' package for glm() and arima() functions. See Brockwell, P. J. and Davis, R. A. (1996, ISBN-10: 9783319298528). For the different optimizers implemented, it is recommended to consult the documentation of the corresponding packages.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE r-devel-linux-x86_64-fedora-clang
- NOTE r-devel-linux-x86_64-fedora-gcc
- NOTE2026-03-1010 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 50%
- Return-value docs
- 100%
- References docs
- 11%
Downloads
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Dependencies
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Code & Tests
Datasets
People & History
Author records are not tracked yet for this package.
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2020-04-05
- Total releases
- 1 / 6 yrs
- License
- GPL-2 | GPL-3 OSI
- Minimum R
- ≥ 3.5
- Bundled data
- 37 KB / 3 files
- Download size
- 161 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
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