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
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'
NeedsCompilation: no
Packaged: 2026-05-29 07:00:48 UTC; serhiizabolotnii
Author: Serhii Zabolotnii [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-0242-2234>)
Maintainer: Serhii Zabolotnii <zabolotniua@gmail.com>
Repository: CRAN
Date/Publication: 2026-05-29 10:00:15 UTC
Built: R 4.7.0; ; 2026-06-21 01:53:03 UTC; windows
