Concurrent Multivariate Models with Time-Varying Coefficients

Provides a hypothesis test and variable selection algorithm for use in time-varying, concurrent regression models. The hypothesis test function is also accompanied by a plotting function which will show the estimated beta(s) and confidence band(s) from the hypothesis test. The hypothesis test function helps the user identify significant covariates within the scope of a time-varying concurrent model. The plots will show the amount of area that falls outside the confidence band(s) which is used for the test statistic within the hypothesis test.


Reference manual

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install.packages("TimeVarConcurrentModel")

1.0 by Chance Vandergeugten, 4 years ago


Browse source code at https://github.com/cran/TimeVarConcurrentModel


Authors: Adriano Zambom [aut] , Chance Vandergeugten [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Bolstad2, fda


See at CRAN