Time-Varying Coefficient Linear Regression for Single and Multi-Equations

Fitting time-varying coefficient models both for single and multi-equation regressions, using kernel smoothing techniques.


News

tvReg 0.4.1

  • Fix bug in tvGLS.R for option est = "ll".

  • Added a website for the package (with pkgdown).

  • Added README.Rmd and index.Rmd.

  • Updated documentation tvOLS matrix, forecast.tvar, forecast.tvlm and forecast.tvsure.

tvReg 0.4.0

  • Removed class tvlm from objects of class tvar.

  • Removed deprecated CI.tvlm(), CI.tvar(), CI.tvsure() and CI.tvirf() methods.

  • Added predict.tvlm(), predict.tvar(), predict.tvsure() and predict.tvvar() methods.

  • Added forecast.tvlm(), forecast.tvar(), forecast.tvsure() and forecast.tvvar() methods.

  • Added resid.tvlm(), resid.tvsure(), resid.tvvar() and resid.tvirf() for compatility with R standards.

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("tvReg")

0.4.1 by Isabel Casas, a month ago


http://github.com/icasas/tvReg


Report a bug at http://github.com/icasas/tvReg/issues


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


Authors: Isabel Casas [aut, cre] , Ruben Fernandez-Casal [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports systemfit, MASS, vars, bvarsv

Depends on Matrix, graphics, stats, methods

Suggests knitr, rmarkdown


See at CRAN