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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
tvCoef_0.2.1.zip(r-4.7-any)tvCoef_0.2.1.zip(r-4.6-any)tvCoef_0.2.1.zip(r-4.5-any)
tvCoef_0.2.1.tgz(r-4.6-any)tvCoef_0.2.1.tgz(r-4.5-any)
tvCoef_0.2.1.tar.gz(r-4.7-any)tvCoef_0.2.1.tar.gz(r-4.6-any)
tvCoef_0.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
tvCoef/json (API)

# Install 'tvCoef' in R:

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

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

Uses libs:

openjdk– OpenJDK Java runtime, using Hotspot JIT

Datasets:

gdp - French GDP
hansen_table - Hansen Table
manufacturing - Business Surveys

On CRAN:

openjdk

2.18 score 3 stars 9 scripts 24 exports 88 dependencies

Last updated from:080034a4c9. Checks:7 NOTE, 2 OK. Indexed: no.

Target	Result	Time
linux-devel	NOTE	201
source / vignettes	OK	228
linux-release	NOTE	172
macos-release	NOTE	128
macos-oldrel	NOTE	109
windows-devel	NOTE	97
windows-release	NOTE	102
windows-oldrel	NOTE	91
wasm-release	OK	155

Exports:bp_lm break_data fixed_coefficients full_exogeneous_matrix get_data get_formula get_lm_coef get_rmse_bw_small get_tvlm_bw get_tvlm_coef hansen_test has_intercept last_coef lm_fenetre_fixe lm_fixed_coeff lm_residual_effect moving_coefficients oos_prev piece_reg resid_lm_fixed rmse rmse_prev ssm_lm ssm_lm_oos

Dependencies:abind backports bdsmatrix boot broom bvarsv car carData checkmate cli collapse colorspace cowplot cpp11 Deriv digest doBy dplyr dynlm farver forecast Formula fracdiff generics ggplot2 glue gtable isoband labeling lattice lifecycle lme4 lmtest magrittr MASS Matrix MatrixModels maxLik mgcv minqa miscTools modelr nlme nloptr nnet numDeriv pbkrtest pillar pkgconfig plm purrr quantreg R6 rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reformulas rJava rjd3jars rjd3sts rjd3toolkit rjd3xjars rlang RProtoBuf S7 sandwich scales SparseM stringi stringr strucchange survival systemfit tibble tidyr tidyselect timeDate tvReg urca utf8 vars vctrs viridisLite withr zoo

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Pie regression	bp_lm
Break data	break_data
Extract Full Transformed Exogoneous matrix	full_exogeneous_matrix
French GDP	gdp
Get data function	get_data get_data.bp_lm get_data.dynlm get_data.lm get_data.piece_reg get_data.tvlm
Extract Formula From model	get_formula get_formula.default
Get elements of rmse_prev	get_lm_coef get_rmse get_rmse_bw_small get_tvlm_bw get_tvlm_coef
Hansen Table	hansen_table
Hansen Test	hansen_test
Check if model has intercept	has_intercept
Extract Last Coefficients	last_coef
Fixed Window Regression	lm_fenetre_fixe
Fixed and variable coefficients regressions	lm_fixed_coeff
Residual Effect Regression	lm_residual_effect
Business Surveys	manufacturing
Detect Fixed or Moving Coefficients	fixed_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 regression	piece_reg
Extract data frame for lm_fixed_coeff	resid_lm_fixed
Root mean squarred error	rmse
Computes RMSE of different models	rmse_prev rmse_prev.formula rmse_prev.lm
State space model	ssm_lm
Out of sample forecast of state space model	ssm_lm_oos