Package: ArvindSt
Title: Five Novel Stochastic Regression Models with Arvind-Distributed
        Errors and Effects
Version: 1.1.0
Authors@R: c(
    person("Shikhar", "Tyagi",
           email = "shikhar1093tyagi@gmail.com",
           role = c("aut", "cre"),
           comment = c(ORCID = "0000-0003-1606-0844")),
    person("Arvind", "Pandey",
           email = "arvindmzu@gmail.com",
           role = "aut")
    )
Description: Implements the 'Arvind' distribution and five novel stochastic
    regression models that replace the traditional Gaussian error assumption
    with 'Arvind'-distributed errors. The 'Arvind' distribution is a flexible
    single-parameter continuous distribution on the positive real line
    characterised by a polynomial numerator with Gaussian-type decay. The
    package provides complete distribution functions (darvind(), parvind(),
    qarvind(), rarvind()), maximum likelihood estimation via
    fit_arvind_mle(), and five model-fitting routines: Random Walk on
    Coefficients via fit_rw1(), Time-Varying Coefficient Linear Model via
    fit_tvlm(), Simulation-Extrapolation via fit_simex(), Mixed-Effects
    Regression via fit_mixed(), and Regime-Switching Hidden Markov Model via
    fit_hmm(). Additionally provides Monte Carlo forecasting with prediction
    intervals via forecast_arvind(), comprehensive goodness-of-fit
    diagnostics (21 metrics and 25 plots) via diagnostics_arvind() and
    plot_arvind(), k-fold and rolling-window cross-validation via
    cv_arvind(), and unified model comparison via summary_arvind().
    For more details see Pandey, Singh, Tyagi, and Tyagi (2024),
    "Modelling climate, COVID-19, and reliability data: A new continuous
    lifetime model under different methods of estimation",
    'Statistics and Applications', 22(2).
License: MIT + file LICENSE
Depends: R (>= 4.0.0)
Imports: stats, graphics, grDevices, utils, ggplot2, forecast, tvReg,
        lme4, reshape2, rlang
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
Config/testthat/edition: 3
Encoding: UTF-8
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-07-06 14:02:12 UTC; shikhar tyagi
Author: Shikhar Tyagi [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-1606-0844>),
  Arvind Pandey [aut]
Maintainer: Shikhar Tyagi <shikhar1093tyagi@gmail.com>
Repository: CRAN
Date/Publication: 2026-07-06 14:30:19 UTC
