| Name : R-VGAMextra
| |
| Version : 0.0.6
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.1.1
| Date : 2024-06-24 14:09:43
|
| Group : Development/Libraries/Other
| Source RPM : R-VGAMextra-0.0.6-lp156.1.1.src.rpm
|
| Size : 1.05 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Additions and Extensions of the \'VGAM\' Package
|
Description :
Extending the functionalities of the \'VGAM\' package with additional
functions and datasets. At present, \'VGAMextra\' comprises new family
functions (ffs) to estimate several time series models by maximum
likelihood using Fisher scoring, unlike popular packages in CRAN
relying on optim(), including ARMA-GARCH-like models, the Order-(p, d,
q) ARIMAX model (non- seasonal), the Order-(p) VAR model, error
correction models for cointegrated time series, and ARMA-structures
with Student-t errors. For independent data, new ffs to estimate the
inverse- Weibull, the inverse-gamma, the generalized beta of the second
kind and the general multivariate normal distributions are available.
In addition, \'VGAMextra\' incorporates new VGLM-links for the
mean-function, and the quantile-function (as an alternative to ordinary
quantile modelling) of several 1-parameter distributions, that are
compatible with the class of VGLM/VGAM family functions. Currently,
only fixed-effects models are implemented. All functions are subject to
change; see the NEWS for further details on the latest changes.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
