Ivan Svetunkov

Not yet. The closest thing to that is Inverse Gaussian. The full list of supported distributions is provided here: https://cran.r-project.org/web/packages/greybox/vignettes/alm.html If you need them, I'll add them to the to...

Gamma distribution is now available in 16eb934275ddc501c72f2647a53f47db3ad742a1 Please, note that the implemented model is similar to the one discussed for the Inverse Gaussian: https://cran.r-project.org/web/packages/greybox/vignettes/alm.html#invgauss - it might not be the...

This should be done together with the issue #47 for stepwise() and lmCombine.

This also means that lagged variables should be marked in the formula, something like y~ x + B(x,1) + B(x,2), where B(x) is a backshift operator.

alm() does not work with data.table() in some cases of data with factors. Not clear why. This needs to be fixed.

It actually looks like a conflict of one of data.table functions.

Fixed. But the fundamental issue is still there: a better support for data.table is needed.