slm
1.2.0Stationary Linear Models
Overview
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 arXiv:1906.06583.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 96%
- Return-value docs
- 100%
- References docs
- 73%
Downloads
Dependencies
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Code & Tests
Datasets
People & History
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3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 1.2.0Latest
- RR 4.0.0 released · 2020-04-24
- 1.1.02019-10-24 · diff ↗
- 1.0.02019-07-23
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-07-23
- Total releases
- 3 / 7 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 36 KB / 1 file
- Download size
- 61 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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