Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)


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Documentation for package ‘DREGAR’ version 0.1.3.0

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dregar2 Estimating (just) adaptive-DREGAR coefficients using an iterative 2-step procedure
dregar6 Estimating adaptive/non-adaptive DREGAR coefficients using an iterative 6-step procedure
generateAR Generating stationary autoregressive coefficients
sim.dregar Simulating data from DREGAR model