We present a method based on filtering algorithms to estimate the parameters of linear regressions, i.e. the coefficients and the variance of the error term. The proposed algorithms make use of Particle Filters following Ristic, B., Arulampalam, S., Gordon, N. (2004, ISBN: 158053631X) resampling methods.
|Author||Christian Llano Robayo [aut, cre], Nazrul Shaikh [aut]|
|Date of publication||2018-08-14 04:20:25 UTC|
|Maintainer||Christian Llano Robayo <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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