Package: EstemPMM
Type: Package
Title: Polynomial Maximization Method for Non-Gaussian Regression
Version: 0.1.1
Date: 2025-10-22
Authors@R: 
    person("Serhii", "Zabolotnii",
           email = "zabolotniua@gmail.com",
           role = c("aut", "cre"),
           comment = c(ORCID = "0000-0003-0242-2234"))
Description: 
    Implements the Polynomial Maximization Method ('PMM') for parameter estimation
    in linear and time series models when error distributions deviate from normality.
    The 'PMM2' variant achieves lower variance parameter estimates compared to ordinary
    least squares ('OLS') when errors exhibit significant skewness. Includes methods
    for linear regression, 'AR'/'MA'/'ARMA'/'ARIMA' models, and bootstrap inference.
    Methodology described in Zabolotnii, Warsza, and Tkachenko (2018) <doi:10.1007/978-3-319-77179-3_75>,
    Zabolotnii, Tkachenko, and Warsza (2022) <doi:10.1007/978-3-031-03502-9_37>, and
    Zabolotnii, Tkachenko, and Warsza (2023) <doi:10.1007/978-3-031-25844-2_21>.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: methods, stats, graphics, utils
Suggests: dplyr, ggplot2, gridExtra, testthat (>= 3.0.0), rmarkdown,
        knitr, MASS
LazyData: true
RoxygenNote: 7.3.3
Config/testthat/edition: 3
URL: https://github.com/SZabolotnii/EstemPMM
BugReports: https://github.com/SZabolotnii/EstemPMM/issues
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2025-11-04 19:50:39 UTC; serhiizabolotnii
Author: Serhii Zabolotnii [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-0242-2234>)
Maintainer: Serhii Zabolotnii <zabolotniua@gmail.com>
Repository: CRAN
Date/Publication: 2025-11-07 13:50:12 UTC
Built: R 4.6.0; ; 2025-11-07 16:19:35 UTC; unix
