ChrissCod/LMfilteR: Filter Methods for Parameter Estimation in Linear Regression Models

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.

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Package details

Maintainer
LicenseGPL (>= 2)
Version0.1.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("ChrissCod/LMfilteR")
ChrissCod/LMfilteR documentation built on Aug. 3, 2018, 12:22 p.m.