• basta

  • Referenced in 13 articles [sw29265]
  • change-point detection for auto-regressive conditional heteroscedastic processes. The emergence of the recent financial ... structure of an auto-regressive conditional heteroscedastic model for financial returns with piecewise constant parameter ... binary segmentation for transformed auto-regressive conditional heteroscedasticity), proceeds in two stages: process transformation...
  • Statmod

  • Referenced in 19 articles [sw07073]
  • dilution analysis (aka ELDA), mixed linear models, heteroscedastic regression, inverse-Gaussian probability calculations, Gauss quadrature...
  • decon

  • Referenced in 18 articles [sw11088]
  • measurement errors to be either homoscedastic or heteroscedastic. To make the deconvolution estimators computationally more...
  • hreg

  • Referenced in 14 articles [sw37389]
  • consistent standard errors even if there is heteroscedasticity, clustered sampling, or the data is weighted...
  • TPMSVM

  • Referenced in 13 articles [sw12692]
  • many cases, especially when the data has heteroscedastic error structure, that is, the noise strongly...
  • BIOGEME

  • Referenced in 11 articles [sw05049]
  • utility functions, Models designed for panel data, Heteroscedastic models...
  • AdaptFitOS

  • Referenced in 7 articles [sw06774]
  • functions and its derivatives as well as heteroscedasticity in the data. It is applied...
  • sphet

  • Referenced in 4 articles [sw24257]
  • Spatial Autoregressive Models with and without Heteroscedasticity. Generalized Method of Moment estimation of Cliff ... type spatial autoregressive models with and without Heteroscedasticity...
  • NPsimex

  • Referenced in 5 articles [sw11305]
  • Deconvolution density estimation with heteroscedastic errors using SIMEX...
  • Matrix eQTL

  • Referenced in 5 articles [sw20450]
  • clinical variables. It also supports testing of heteroscedastic models and models with correlated errors...
  • GFD

  • Referenced in 5 articles [sw22735]
  • even with non-normal error terms and/or heteroscedastic variances, for crossed designs with an arbitrary...
  • MTS

  • Referenced in 4 articles [sw15485]
  • package also considers multiple tests for conditional heteroscedasticity, including rank-based statistics. (c) Finally...
  • hdm

  • Referenced in 4 articles [sw21313]
  • approximately sparse models. Including functions for fitting heteroscedastic robust Lasso regressions with non-Gaussian errors...
  • crch

  • Referenced in 2 articles [sw17210]
  • censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used ... censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter...
  • HRMS

  • Referenced in 2 articles [sw29384]
  • Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics. Frequentist ... models. In this paper, we propose a heteroscedasticity-robust model screening (HRMS) method that constructs...
  • envlp

  • Referenced in 3 articles [sw21887]
  • including the envelope model, partial envelope model, heteroscedastic envelope model, inner envelope model, scaled envelope...
  • ensAR

  • Referenced in 1 article [sw28376]
  • package ensAR: Probabilistic Temperature Forecasting with a Heteroscedastic Autoregressive Ensemble Postprocessing model. Weather prediction today ... ensemble spread, yielding a two-fold heteroscedastic model. Furthermore, an additional high-resolution forecast ... area. To illustrate the performance of the heteroscedastic extension of the autoregressive model...
  • AutoDecon

  • Referenced in 2 articles [sw09099]
  • approach to the analysis of aperiodic pulsatile heteroscedastic time-series data, specifically hormone pulsatility...
  • BayesGESM

  • Referenced in 2 articles [sw22576]
  • models under the presence of homoscedastic and heteroscedastic random errors, which admit explanatory variables with...
  • ImpuR

  • Referenced in 2 articles [sw25883]
  • curves via window-evolving factor analysis with heteroscedasticity correction and the sine method, methods...