R: Regression Coefficients Estimation Using the Generalized Cross Entropy

# Regression Coefficients Estimation Using the Generalized Cross Entropy

## Documentation for package ‘GCEstim’ version 1.1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

accmeasure | Accuracy measures
case.names.lmgce | Case Names of 'lmgce' Fitted Models
changestep | Change the step from 'lmgce' object
changesupport | Change the support from 'lmgce' object
coef.cv.lmgce | Extract 'cv.lmgce' Coefficients
coef.cv.tsbootgce | Extract 'cv.tsbootgce' Model Coefficients
coef.dataThesis | Coefficients used in simulated data set generated with fngendata
coef.lmgce | Extract 'lmgce' Model Coefficients
coef.neagging | Extract 'neagging' Coefficients
coef.ridgetrace | Extract 'ridgetrace' Model Coefficients
coef.tsbootgce | Extract 'tsbootgce' Model Coefficients
coefficients.cv.lmgce | Extract 'cv.lmgce' Coefficients
coefficients.cv.tsbootgce | Extract 'cv.tsbootgce' Model Coefficients
coefficients.lmgce | Extract 'lmgce' Model Coefficients
coefficients.neagging | Extract 'neagging' Coefficients
coefficients.ridgetrace | Extract 'ridgetrace' Model Coefficients
coefficients.tsbootgce | Extract 'tsbootgce' Model Coefficients
confint.cv.tsbootgce | Confidence Intervals for 'cv.tsbootgce' Model Parameters and Normalized Entropy
confint.lmgce | Confidence Intervals for 'lmgce' Model Parameters and Normalized Entropy
confint.tsbootgce | Confidence Intervals for 'tsbootgce' Model Parameters and Normalized Entropy
cv.dynlmgce | Cross-validation for 'dynlmgce'
cv.lmgce | Cross-validation for 'lmgce'
cv.tsbootgce | Time series bootstrap Cross entropy estimation
dataExample | Simulated data set generated with fngendata
dataGCE | Simulated data set generated with fngendata
dataGCE.test | Simulated data set generated with fngendata
dataincRidGME | Simulated data set generated with fngendata
dataincRidGME.test | Simulated data set generated with fngendata
dataThesis | Simulated data set generated with fngendata
df.residual.lmgce | Residual Degrees-of-Freedom
dynlmgce | Dynamic Linear Models and Time Series Regression using Cross entropy estimation
ER.test | Entropy Ratio test
fitted.lmgce | Calculate 'lmgce' Fitted Values
fitted.values.lmgce | Calculate 'lmgce' Fitted Values
fngendata | Data generating function
formula.lmgce | Extract Model Formula from 'lmgce' object
lmgce | Generalized Cross entropy estimation
lmgceAddin | An add-in to easily generate the code for a 'lmgce' or 'cv.lmgce' analysis
lmgceAPP | 'lmgce' Shiny application
model.matrix.lmgce | Extract design matrix from 'lmgce' object
moz_ts | Worldbank time series data for Mozambique
neagging | Normalized Entropy Aggregation for Inhomogeneous Large-Scale Data - Neagging
nobs.lmgce | Extract the Number of Observations from a 'lmgce' model fit
NormEnt | Normalized Entropy
plot.cv.lmgce | Plot Diagnostics for a 'cv.lmgce' Object
plot.cv.tsbootgce | Plot Diagnostics for a 'cv.tsbootgce' object
plot.lmgce | Plot Diagnostics for a 'lmgce' Object
plot.neagging | Plot Diagnostics for a 'neagging' Object
plot.ridgetrace | Plot Diagnostics for a 'ridgetrace' Object
plot.tsbootgce | Plot Diagnostics for a 'tsbootgce' object
predict.lmgce | Predict method for 'lmgce' Linear Model Fits
print.cv.lmgce | Print 'cv.lmgce' object
print.cv.tsbootgce | Print 'cv.tsbootgce' object
print.lmgce | Print a 'lmgce' object
print.ridgetrace | Print a 'ridgetrace' object
print.summary.lmgce | Print Summary of 'lmgce' Model Fits
print.tsbootgce | Print 'tsbootgce' object
resid.lmgce | Extract 'lmgce' Model Residuals
residuals.lmgce | Extract 'lmgce' Model Residuals
res_gce_package | Example 'lmgce' object
ridgetrace | Function to obtain the ridge trace and choose the support limits given a formula
scalebackcoef | Scale coefficients back
summary.lmgce | Summarise a linear regression model via generalized cross entropy fit
tsbootgce | Time series bootstrap Cross entropy estimation
variable.names.lmgce | Variable Names of 'lmgce' Fitted Models
vcov.lmgce | Extract 'lmgce' Model's Variance-Covariance Matrix