Fits Regression & ARMA Models Subject to Constraints to the Coefficient


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Documentation for package ‘ConsReg’ version 0.1.0

Help Pages

ConsReg Fit a regression model with gaussian or binomial objective function
ConsReg.default Fit a regression model with gaussian or binomial objective function
ConsReg.formula Fit a regression model with gaussian or binomial objective function
ConsRegArima Fit regression model with Arma errors to univariate time series
ConsRegArima.default Fit regression model with Arma errors to univariate time series
ConsRegArima.formula Fit regression model with Arma errors to univariate time series
fake_data Fake data for regression
plot.predict.ConsRegArima Predict function for ConsRegArima object
plot.roll.ConsRegArima Plot an roll object plot an roll.ConsRegArima object
predict.ConsReg Predict or fitted values of object 'ConsReg'
predict.ConsRegArima Predict function for ConsRegArima object
print.predict.ConsRegArima Predict function for ConsRegArima object
rolling rolling: Back-test your model
sales Sales data set
series Fake data for time series