Package: EstemPMM
Type: Package
Title: Polynomial Maximization Method for Non-Gaussian Regression
Version: 0.4.0
Date: 2026-05-28
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. The 'PMM3' variant (S=3) targets symmetric
        platykurtic error distributions, reducing variance when excess
        kurtosis is negative. Includes automatic method selection
        ('pmm_dispatch'), 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>, and Zabolotnii (2025)
        <doi:10.48550/arXiv.2511.07059>.
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, numDeriv
LazyData: true
Roxygen: list(markdown = TRUE)
Config/testthat/edition: 3
URL: https://github.com/SZabolotnii/EstemPMM
BugReports: https://github.com/SZabolotnii/EstemPMM/issues
VignetteBuilder: knitr
Config/roxygen2/version: 8.0.0
RoxygenNote: 7.3.3
Collate: 'data.R' 'optimized_direct_pmm2.R' 'pmm_base_classes.R'
        'pmm2_classes.R' 'pmm2_common.R' 'pmm2_inference.R'
        'pmm2_ma_estimator.R' 'pmm2_main.R' 'pmm2_monte_carlo.R'
        'pmm2_package.R' 'pmm2_ts_design.R' 'pmm2_ts_main.R'
        'pmm2_ts_methods.R' 'pmm2_unified.R' 'pmm2_utils.R'
        'pmm3_classes.R' 'pmm3_dispatch.R' 'pmm3_main.R'
        'pmm3_solver.R' 'pmm3_ts_classes.R' 'pmm3_ts_main.R'
        'pmm3_ts_methods.R' 'pmm3_utils.R' 'pmm_show_methods.R'
        'pmm_unified_api.R' 'sarimax_wrapper.R'
Repository: https://szabolotnii.r-universe.dev
Date/Publication: 2026-05-29 07:03:35 UTC
RemoteUrl: https://github.com/szabolotnii/estempmm
RemoteRef: HEAD
RemoteSha: 718925a6ddcdf4599f7a0c60fc24cc021f3db5c9
NeedsCompilation: no
Packaged: 2026-07-03 13:28:51 UTC; root
Author: Serhii Zabolotnii [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-0242-2234>)
Maintainer: Serhii Zabolotnii <zabolotniua@gmail.com>