ChrissCod/filteR: Filter Methods for Parameter Estimation of 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 algorithm makes use of Particle Filters.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("ChrissCod/filteR")
ChrissCod/filteR documentation built on Sept. 6, 2017, 4:27 p.m.