ArvindSt
Five Novel Stochastic Regression Models with Arvind-Distributed Errors and Effects
Implements the 'Arvind' distribution and five novel stochastic regression models that replace the traditional Gaussian error assumption with 'Arvind'-distributed errors. The 'Arvind' distribution is a flexible single-parameter continuous distribution on the positive real line characterised by a polynomial numerator with Gaussian-type decay. The package provides complete distribution functions (darvind(), parvind(), qarvind(), rarvind()), maximum likelihood estimation via fit_arvind_mle(), and five model-fitting routines: Random Walk on Coefficients via fit_rw1(), Time-Varying Coefficient Linear Model via fit_tvlm(), Simulation-Extrapolation via fit_simex(), Mixed-Effects Regression via fit_mixed(), and Regime-Switching Hidden Markov Model via fit_hmm(). Additionally provides Monte Carlo forecasting with prediction intervals via forecast_arvind(), comprehensive goodness-of-fit diagnostics (21 metrics and 25 plots) via diagnostics_arvind() and plot_arvind(), k-fold and rolling-window cross-validation via cv_arvind(), and unified model comparison via summary_arvind(). For more details see Pandey, Singh, Tyagi, and Tyagi (2024) "Modelling climate, COVID-19, and reliability data: A new continuous lifetime model under different methods of estimation", Statistics and Applications, 22(2), <https://ssca.org.in/journal.html>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | ArvindSt_1.0.0.tar.gz |
125.2 KiB |
1.0.0 |
rolling linux/noble R-4.5 | ArvindSt_1.0.0.tar.gz |
125.2 KiB |
1.0.0 |
rolling source/ R- | ArvindSt_1.0.0.tar.gz |
39.2 KiB |
1.0.0 |
latest linux/jammy R-4.5 | ArvindSt_1.0.0.tar.gz |
125.2 KiB |
1.0.0 |
latest linux/noble R-4.5 | ArvindSt_1.0.0.tar.gz |
125.2 KiB |
1.0.0 |
latest source/ R- | ArvindSt_1.0.0.tar.gz |
39.2 KiB |
1.0.0 |
2026-04-23 source/ R- | ArvindSt_1.0.0.tar.gz |
0 B |