Five Novel Stochastic Regression Models with Arvind-Distributed Errors and Effects


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Documentation for package ‘ArvindSt’ version 1.0.0

Help Pages

arvind_mean_fn Mean of the Arvind Distribution
arvind_var_fn Variance of the Arvind Distribution
cv_arvind K-Fold and Rolling-Window Cross-Validation
darvind Arvind Distribution Density Function
diagnostics_arvind Goodness-of-Fit Diagnostics for Arvind Models
fit_arvind_mle Maximum Likelihood Estimation for the Arvind Distribution
fit_hmm Fit Regime-Switching Regression (HMM)
fit_mixed Fit Mixed-Effects Regression with Arvind Errors
fit_rw1 Fit Random Walk on Coefficients Model (RW1-approx)
fit_simex Fit Simulation-Extrapolation (SIMEX) Model
fit_tvlm Fit Time-Varying Coefficient Linear Model (tvLM)
forecast_arvind Monte Carlo Forecasting for Arvind Models
parvind Arvind Distribution Function (CDF)
plot_arvind Diagnostic Plots for Arvind Models
qarvind Arvind Distribution Quantile Function
rarvind Random Generation from the Arvind Distribution
rarvind_centred Centred Random Generation from the Arvind Distribution
simulate_arvind_data Generate Simulated Data for Examples
summary_arvind Summary and Comparison of Multiple Arvind Models