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slm

Stationary Linear Models

v1.2.0 · Aug 31, 2020 · GPL-3

Description

Provides statistical procedures for linear regression in the general context where the errors are assumed to be correlated. Different ways to estimate the asymptotic covariance matrix of the least squares estimators are available. Starting from this estimation of the covariance matrix, the confidence intervals and the usual tests on the parameters are modified. The functions of this package are very similar to those of 'lm': it contains methods such as summary(), plot(), confint() and predict(). The 'slm' package is described in the paper by E. Caron, J. Dedecker and B. Michel (2019), "Linear regression with stationary errors: the R package slm", arXiv preprint <arXiv:1906.06583>.

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CRAN incoming feasibility

Maintainer: ‘Emmanuel Caron <emmanuelcaron3@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Emmanuel",
                      family = "Caron",
                      role = c("aut", "cre"),
                      email = "emmanuelcaron3@gmail.com"),
               person(given = "Jérôme",
                      family = "Dedecker",
                      role = "aut"),
               person(given = "Bertrand",
                      family = "Michel",
                      role = "aut"))
as necessary.

The Description field contains
  <arXiv:1906.06583>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Emmanuel Caron <emmanuelcaron3@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Emmanuel",
                      family = "Caron",
                      role = c("aut", "cre"),
                      email = "emmanuelcaron3@gmail.com"),
               person(given = "Jérôme",
                      family = "Dedecker",
                      role = "aut"),
               person(given = "Bertrand",
                      family = "Michel",
                      role = "aut"))
as necessary.

The Description field contains
  <arXiv:1906.06583>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Emmanuel Caron <emmanuelcaron3@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Emmanuel",
                      family = "Caron",
                      role = c("aut", "cre"),
                      email = "emmanuelcaron3@gmail.com"),
               person(given = "Jérôme",
                      family = "Dedecker",
                      role = "aut"),
               person(given = "Bertrand",
                      family = "M
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Emmanuel Caron <emmanuelcaron3@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Emmanuel",
                      family = "Caron",
                      role = c("aut", "cre"),
                      email = "emmanuelcaron3@gmail.com"),
               person(given = "Jérôme",
                      family = "Dedecker",
                      role = "aut"),
               person(given = "Bertrand",
                      family = "M

Dependency Network

Dependencies Reverse dependencies ltsa capushe sandwich expm slm

Version History

new 1.2.0 Mar 9, 2026