LMfilteR: Filter Methods for Parameter Estimation in Linear Regression Models
Version 0.1.2

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.

Getting started

Package details

AuthorChristian Llano Robayo [aut, cre], Nazrul Shaikh [aut]
Date of publication2018-08-14 04:20:25 UTC
MaintainerChristian Llano Robayo <[email protected]>
LicenseGPL (>= 2)
Version0.1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("LMfilteR")

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LMfilteR documentation built on Aug. 14, 2018, 9:03 a.m.