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StReg

Student's t Regression Models

It contains functions to estimate multivariate Student's t dynamic and static regression models for given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form. Poudyal, N., and Spanos, A. (2022) <doi:10.3390/econometrics10020017>. Spanos, A. (1994) <http://www.jstor.org/stable/3532870>.

Versions across snapshots

VersionRepositoryFileSize
1.1 rolling linux/jammy R-4.5 StReg_1.1.tar.gz 111.4 KiB
1.1 rolling linux/noble R-4.5 StReg_1.1.tar.gz 111.3 KiB
1.1 rolling source/ R- StReg_1.1.tar.gz 10.3 KiB
1.1 latest linux/jammy R-4.5 StReg_1.1.tar.gz 111.4 KiB
1.1 latest linux/noble R-4.5 StReg_1.1.tar.gz 111.3 KiB
1.1 latest source/ R- StReg_1.1.tar.gz 10.3 KiB
1.1 2026-04-26 source/ R- StReg_1.1.tar.gz 10.3 KiB
1.1 2026-04-23 source/ R- StReg_1.1.tar.gz 10.3 KiB
1.1 2026-04-09 windows/windows R-4.5 StReg_1.1.zip 113.7 KiB
1.1 2025-04-20 source/ R- StReg_1.1.tar.gz 10.3 KiB

Dependencies (latest)

Imports