Package: tvCoef 0.2.1

tvCoef: Linear Time-Varying Coefficient Models

Convert linear model to a time-varying coefficient model using stepwise regressions, local regressions or state-space models.

Authors:Claire de Rosamel [aut], Alain Quartier-la-Tente [aut, cre]

tvCoef_0.2.1.tar.gz
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tvCoef_0.2.1.tgz(r-4.4-any)tvCoef_0.2.1.tgz(r-4.3-any)
tvCoef_0.2.1.tar.gz(r-4.5-noble)tvCoef_0.2.1.tar.gz(r-4.4-noble)
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tvCoef.pdf |tvCoef.html✨
tvCoef/json (API)
NEWS

# Install 'tvCoef' in R:
install.packages('tvCoef', repos = c('https://aqlt.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/inseefrlab/tvcoef/issues

Uses libs:
  • openjdk– OpenJDK Java runtime, using Hotspot JIT
Datasets:

On CRAN:

2.30 score 2 stars 9 scripts 24 exports 84 dependencies

Last updated 4 months agofrom:080034a4c9. Checks:OK: 5 NOTE: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 01 2024
R-4.5-winNOTENov 01 2024
R-4.5-linuxNOTENov 01 2024
R-4.4-winOKNov 01 2024
R-4.4-macOKNov 01 2024
R-4.3-winOKNov 01 2024
R-4.3-macOKNov 01 2024

Exports:bp_lmbreak_datafixed_coefficientsfull_exogeneous_matrixget_dataget_formulaget_lm_coefget_rmse_bw_smallget_tvlm_bwget_tvlm_coefhansen_testhas_interceptlast_coeflm_fenetre_fixelm_fixed_coefflm_residual_effectmoving_coefficientsoos_prevpiece_regresid_lm_fixedrmsermse_prevssm_lmssm_lm_oos

Dependencies:abindbackportsbdsmatrixbootbroombvarsvcarcarDatacheckmateclicollapsecolorspacecowplotcpp11DerivdigestdoBydplyrdynlmfansifarverFormulagenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmaxLikmgcvmicrobenchmarkminqamiscToolsmodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplmpurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackrJavarjd3stsrjd3toolkitrlangRProtoBufsandwichscalesSparseMstringistringrstrucchangesurvivalsystemfittibbletidyrtidyselecttvRegurcautf8varsvctrsviridisLitewithrzoo

Readme and manuals

Help Manual

Help pageTopics
Pie regressionbp_lm
Break databreak_data
Extract Full Transformed Exogoneous matrixfull_exogeneous_matrix
French GDPgdp
Get data functionget_data get_data.bp_lm get_data.dynlm get_data.lm get_data.piece_reg get_data.tvlm
Extract Formula From modelget_formula get_formula.default
Get elements of rmse_prevget_lm_coef get_rmse get_rmse_bw_small get_tvlm_bw get_tvlm_coef
Hansen Tablehansen_table
Hansen Testhansen_test
Check if model has intercepthas_intercept
Extract Last Coefficientslast_coef
Fixed Window Regressionlm_fenetre_fixe
Fixed and variable coefficients regressionslm_fixed_coeff
Residual Effect Regressionlm_residual_effect
Business Surveysmanufacturing
Detect Fixed or Moving Coefficientsfixed_coefficients moving_coefficients
Out of sample forecast (or simulated out of sample)oos_prev oos_prev.bp_lm oos_prev.lm oos_prev.piece_reg oos_prev.tvlm
Piecewise regressionpiece_reg
Extract data frame for lm_fixed_coeffresid_lm_fixed
Root mean squarred errorrmse
Computes RMSE of different modelsrmse_prev rmse_prev.formula rmse_prev.lm
State space modelssm_lm
Out of sample forecast of state space modelssm_lm_oos