MisRepARMA: Misreported Time Series Analysis
Provides a simple and trustworthy methodology for the analysis of misreported continuous time series using either a frequentist (bootstrap-based EM algorithm) or a Bayesian (MCMC via JAGS) approach. The frequentist method is described in Morina et al. (2021) <doi:10.1038/s41598-021-02620-5>. The Bayesian extension fits the same ARMA model with misreporting structure using a full posterior distribution, providing credible intervals and DIC for model comparison, as described in Morina et al. (2024) <doi:10.1101/2024.02.26.24303373>.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.5.0), mixtools, boot, tseries |
| Imports: | R2jags |
| Suggests: | coda |
| Published: | 2026-06-07 |
| DOI: | 10.32614/CRAN.package.MisRepARMA |
| Author: | David Moriña Soler
 [aut, cre],
Amanda Fernández-Fontelo [aut],
Alejandra Cabaña [aut],
Pedro Puig [aut],
Biel Abarca Galván [aut] |
| Maintainer: | David Moriña Soler <David.Morina at uab.cat> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | MisRepARMA citation info |
| CRAN checks: | MisRepARMA results |
Documentation:
| Reference manual: | MisRepARMA.html , MisRepARMA.pdf |
Downloads:
| Package source: | MisRepARMA_0.2.0.tar.gz |
| Windows binaries: | r-devel: MisRepARMA_0.0.2.zip, r-release: MisRepARMA_0.0.2.zip, r-oldrel: MisRepARMA_0.0.2.zip |
| macOS binaries: | r-release (arm64): MisRepARMA_0.2.0.tgz, r-oldrel (arm64): MisRepARMA_0.2.0.tgz, r-release (x86_64): MisRepARMA_0.2.0.tgz, r-oldrel (x86_64): MisRepARMA_0.2.0.tgz |
| Old sources: | MisRepARMA archive |
Linking:
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