CRAN
tvReg 0.4.2
Time-Varying Coefficient Linear Regression for Single and Multi-Equations
Released Jun 30, 2019 by Isabel Casas
This package cannot yet be used with Renjin it depends on other packages which are not available: systemfit 1.1-22
An older version of this package is
more compatible with Renjin.
Dependencies
systemfit 1.1-22 Matrix 1.2-17 bvarsv 1.1 vars 1.5-3 MASS 7.3-51.4
Fitting time-varying coefficient models both for single and multi-equation regressions, using kernel smoothing techniques.