Package: DREGAR
Type: Package
Title: Regularized Estimation of Dynamic Linear Regression in the
        Presence of Autocorrelated Residuals (DREGAR)
Version: 0.1.4.0
Date: 2025-05-17
Depends: R(>= 2.10.0)
Imports: msgps
Authors@R: person(
              given  = "Hamed",
              family = "Haselimashhadi",
              role   = c("aut", "cre"),
              email  = "hamedhaseli@gmail.com"
            )
Maintainer: Hamed Haselimashhadi <hamedhaseli@gmail.com>
Description: A penalized/non-penalized implementation for dynamic regression in the presence of autocorrelated residuals (DREGAR) using iterative penalized/ordinary least squares. It applies Mallows CP, AIC, BIC and GCV to select the tuning parameters.
License: GPL (>= 2)
LazyLoad: no
Repository: CRAN
NeedsCompilation: no
Packaged: 2025-05-17 11:25:57 UTC; hamed
Date/Publication: 2025-05-17 11:40:02 UTC
Author: Hamed Haselimashhadi [aut, cre]
Built: R 4.3.3; ; 2025-05-17 12:17:40 UTC; unix
