Description Usage Arguments Value References

*fls* is used to fit Time-Varying Linear Regression via Flexible least squares (FLS) as discribed in Kalaba and Tesfatsion (1989).

1 |

`X` |
design matrix of dimensuin |

`y` |
vector of observations of length |

`mu` |
parameter controling relative weight of sum of dynamic errors ( |

`smooth` |
logical. If TRUE, a smoothed coefficients are provided. |

Returns object of class "fls". An object of class "fls" is a list containing the following components:

- coefficients
A

*n * K*matrix coefficient estimates.- fitted.values
the fitted mean values.

- r_D
sum of dynamic errors.

- r_M
sum of squared residual measurement errors.

KALABA19891215fls

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