ArvindSt

ArvindSt is an R package implementing the Arvind distribution and five novel stochastic regression models with Arvind-distributed errors.

Installation

Install the development version from GitHub:

# install.packages("devtools")
devtools::install_github("shikhartyagi/ArvindSt")

Features

• Distribution Functions: darvind(), parvind(), qarvind(), rarvind(), rarvind_centred()
• Five Regression Models:
  • fit_rw1() — Random Walk on Coefficients
  • fit_tvlm() — Time-Varying Coefficient Linear Model
  • fit_simex() — Simulation-Extrapolation
  • fit_mixed() — Mixed-Effects Regression
  • fit_hmm() — Regime-Switching (HMM)
• Diagnostics: diagnostics_arvind() (21 metrics), plot_arvind() (25 plots)
• Forecasting: forecast_arvind() with Monte Carlo prediction intervals
• Cross-Validation: cv_arvind() (k-fold and rolling-window)
• Model Comparison: summary_arvind()

Quick Start

library(ArvindSt)

# Load example data
data(climate_consumption)

# Define formula
frm <- Consumption ~ Precip + TempMaxAvg + TempMinAvg + HumidMax + HumidAvg

# Fit all five models
m1 <- fit_rw1(frm, climate_consumption)
m2 <- fit_tvlm(frm, climate_consumption)
m3 <- fit_simex(frm, climate_consumption, me_vars = c("Precip", "TempMaxAvg"))
m4 <- fit_mixed(frm, climate_consumption, group_var = "Season")
m5 <- fit_hmm(frm, climate_consumption, nstates = 2)

# Compare all models
summary_arvind(m1, m2, m3, m4, m5)

Authors

• Shikhar Tyagi (maintainer) — shikhar1093tyagi@gmail.com
• Arvind Pandey — arvindmzu@gmail.com

License

MIT