ConsReg is my first R package that I decide to give to the R community. It is a compilation of functions that I have used in my day-to-day developing models.
ConsReg allows the estimation of GLM models with restrictions to parameters: both of limits (upper and lower) and between parameters (e.g. coef1 > coef2). This package is very easy to use and is ideal for situations where the logic of the model is more important than the error itself.
ConsReg has two main functions:
The first one, *ConsReg, as I said is a wrapper of glm function, while ConsRegArima allows to estimate regression models with Arima errors.