betaARMA
1.2.0Beta Autoregressive Moving Average Models
Overview
Fits Beta Autoregressive Moving Average (BARMA) models for time series data distributed in the standard unit interval (0, 1). The estimation is performed via the conditional maximum likelihood method using the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton algorithm. A ridge penalization scheme is available to improve numerical stability of the estimation, as proposed by Cribari-Neto, Costa and Fonseca (2025) doi:10.1214/25-BJPS645. The package includes tools for model fitting, diagnostic checking, and forecasting, along with two hydro-environmental datasets from Brazil. Based on the work of Rocha and Cribari-Neto (2009) doi:10.1007/s11749-008-0112-z and the associated erratum Rocha and Cribari-Neto (2017) doi:10.1007/s11749-017-0528-4. The original code was developed by Fabio M. Bayer.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-1113 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-05-1012 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-307 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 60%
- Documented parameters
- 96%
- Return-value docs
- 100%
- References docs
- 33%
Downloads
Repository
Repository practices
6 development-tooling and community-health practices detected across 5 families in the upstream repository
Checks run against github.com/everton-da-costa/betaarma on 2026-08-16.
Show all practices
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- 1.2.0Latest
- RR 4.6.0 released · 2026-04-24
- 1.1.02026-04-15 · diff ↗
- 1.0.12026-03-29
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-29
- Total releases
- 3 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5
- Bundled data
- 4.6 KB / 2 files
- Download size
- 393 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("betaARMA")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.