https://szabolotnii.r-universe.devRecent package updates in szabolotniiR-universehttps://github.com/szabolotnii.pnghttps://szabolotnii.r-universe.devFri, 29 May 2026 07:03:35 GMTzabolotniua@gmail.com (Serhii Zabolotnii)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>.https://github.com/r-universe/szabolotnii/actions/runs/28663521248Fri, 29 May 2026 07:03:35 GMTEstemPMM0.4.0successhttps://szabolotnii.r-universe.devhttps://github.com/szabolotnii/estempmmbootstrap_inference.Rmdbootstrap_inference.htmlBootstrap Inference for PMM2 Models2025-10-23 14:14:472025-10-23 14:14:47pmm2_introduction.Rmdpmm2_introduction.htmlIntroduction to PMM2: Polynomial Maximization Method2025-10-23 14:14:472026-05-14 14:03:53pmm2_time_series.Rmdpmm2_time_series.htmlPMM2 for Time Series: AR, MA, ARMA, ARIMA, and Seasonal Models2025-10-23 14:14:472025-11-13 15:22:06pmm3_time_series.Rmdpmm3_time_series.htmlPMM3 for Time Series: AR, MA, ARMA, and ARIMA Models2026-03-20 13:38:282026-03-20 13:38:28pmm3_symmetric_errors.Rmdpmm3_symmetric_errors.htmlPMM3: Linear Regression for Symmetric Platykurtic Errors2026-03-20 09:40:002026-05-14 14:03:53seasonal_models.Rmdseasonal_models.htmlSeasonal Time Series Models with PMM22026-05-14 14:03:532026-05-14 14:03:53