Bounded Time Series Regression

Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in FORTRAN, which translates into very fast algorithms.


Reference manual

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install.packages("BTSR")

1.1.0 by Taiane Schaedler Prass, 3 months ago


https://github.com/tsprass/BTSR


Report a bug at https://github.com/tsprass/BTSR/issues


Browse source code at https://github.com/cran/BTSR


Authors: Taiane Schaedler Prass [aut, cre, com] (ORCID: , Guilherme Pumi [ctb, aut] (ORCID: , Fábio Mariano Bayer [ctb] (ORCID: , Jack Joseph Dongarra [ctb] (LINPACK subroutines (dtrsl , dpofa , ddot)) , Cleve Moler [ctb] (LINPACK subroutines (dtrsl , dpofa , ddot)) , Gilbert Wright Stewart [ctb] (LINPACK subroutines (dtrsl , dpofa , ddot)) , Ciyou Zhu [ctb] (L-BFGS-B algorithm subroutines) , Richard H. Byrd [ctb] (L-BFGS-B algorithm subroutines) , Jorge Nocedal [ctb] (L-BFGS-B algorithm subroutines) , Jose Luis Morales [ctb] (L-BFGS-B algorithm subroutines) , Peihuang Lu-Chen [ctb] (L-BFGS-B algorithm subroutines) , John Burkardt [ctb] (Trigamma function (FORTRAN90 version)) , Alan Miller [ctb] (FORTRAN90 version of NSWC special function psi and amendments to minim subroutine) , D.E. Shaw [ctb] (Original minim subroutine) , Robert W.M. Wedderburn [ctb] (Amendments to minim subroutine)


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rdpack


See at CRAN