Package: betaARMA
Title: Beta Autoregressive Moving Average Models
Version: 1.2.0
Date: 2026-04-22
Authors@R: c(
  person(given = "Everton",
         family = "da Costa",
         email = "everto.cost@gmail.com",
         role = c("aut", "cre"),
         comment = c(ORCID = "0000-0001-7580-2639")),
  person(given = "Francisco",
         family = "Cribari-Neto",
         email = "francisco.cribari@ufpe.br",
         role = c("ctb", "ths"),
         comment = c(ORCID = "0000-0002-5909-6698", "Theoretical foundations")),
  person(given = "Vinicius",
         family = "Scher",
         role = "ctb",
         comment = c(ORCID = "0000-0003-0406-0265"))
  )
Description: Fits Beta Autoregressive Moving Average (BARMA) models for
        time series data distributed in the standard unit interval (0,
        1). The estimation is performed via the conditional maximum
        likelihood method using the Broyden-Fletcher-Goldfarb-Shanno
        (BFGS) quasi-Newton algorithm. A ridge penalization scheme is
        available to improve numerical stability of the estimation, as
        proposed by Cribari-Neto, Costa and Fonseca (2025)
        <doi:10.1214/25-BJPS645>. The package includes tools for model
        fitting, diagnostic checking, and forecasting, along with two
        hydro-environmental datasets from Brazil. Based on the work of
        Rocha and Cribari-Neto (2009) <doi:10.1007/s11749-008-0112-z>
        and the associated erratum Rocha and Cribari-Neto (2017)
        <doi:10.1007/s11749-017-0528-4>. The original code was
        developed by Fabio M. Bayer.
License: MIT + file LICENSE
URL: https://github.com/Everton-da-Costa/betaARMA
BugReports: https://github.com/Everton-da-Costa/betaARMA/issues
Encoding: UTF-8
RoxygenNote: 7.3.2
Language: en-US
Imports: forecast, ggplot2, rlang, gridExtra
Suggests: knitr, zoo, xtable, here, moments, rmarkdown, tseries, lbfgs,
        dplyr, scales, testthat (>= 3.0.0)
VignetteBuilder: knitr
Depends: R (>= 3.5)
LazyData: true
Config/testthat/edition: 3
Repository: https://everton-da-costa.r-universe.dev
Date/Publication: 2026-06-18 13:20:02 UTC
RemoteUrl: https://github.com/everton-da-costa/betaarma
RemoteRef: HEAD
RemoteSha: a6996742a98592ca897be7f7e3f559f367ebcc71
NeedsCompilation: no
Packaged: 2026-06-18 14:39:29 UTC; root
Author: Everton da Costa [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-7580-2639>),
  Francisco Cribari-Neto [ctb, ths] (ORCID:
    <https://orcid.org/0000-0002-5909-6698>, Theoretical foundations),
  Vinicius Scher [ctb] (ORCID: <https://orcid.org/0000-0003-0406-0265>)
Maintainer: Everton da Costa <everto.cost@gmail.com>