R-universe - silvianovo (Silvia Novo)

qarPI - Prediction Intervals for Quantile Autoregression

Provides prediction intervals for classical (homoscedastic) autoregressive models (AR(p)) and quantile autoregressive models (QAR(p)). The package implements both percentile-based and predictive-root-based bootstrap procedures for multi-step-ahead prediction interval construction.

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3.00 score 1 stars 301 downloads

fsemipar - Estimation, Variable Selection and Prediction for Functional Semiparametric Models

Routines for the estimation or simultaneous estimation and variable selection in several functional semiparametric models with scalar responses are provided. These models include the functional single-index model, the semi-functional partial linear model, and the semi-functional partial linear single-index model. Additionally, the package offers algorithms for handling scalar covariates with linear effects that originate from the discretization of a curve. This functionality is applicable in the context of the linear model, the multi-functional partial linear model, and the multi-functional partial linear single-index model.

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1.00 score 1 scripts 304 downloads