Time-Varying Coefficient for Single and Multi-Equation Regressions

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


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

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0.5.6 by Isabel Casas, 3 months ago


Report a bug at https://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, plm

Depends on Matrix, graphics, stats, methods

Suggests knitr, rmarkdown

See at CRAN