Stationary 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
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NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Emmanuel Caron <emmanuelcaron3@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Emmanuel",
family = "Caron",
role = c("aut", "cre"),
email = "emmanuelcaron3@gmail.com"),
person(given = "Jérôme",
family = "Dedecker",
role = "aut"),
person(given = "Bertrand",
family = "Michel",
role = "aut"))
as necessary.
The Description field contains
<arXiv:1906.06583>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 22includes a package overview page
- Examples that run
- 100%17 run in a plain check
- Exported functions with examples
- 86%
- Documented parameters
- 96%
- Return-value docs
- 100%
- Help pages citing references
- 73%
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Maintainer since 1.0.0 (2019)
Pick two releases to compare their code metrics.
- 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
Cite
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