#tvReg 0.5.3
CEES
#tvReg 0.5.2
tvPLM
and change the limits of the Epanechnikov kernel.tvPLM
when there are NAstvAR
main argument#tvReg 0.5.1
tvSURE
when using constraints. Method confint
works.#tvReg 0.5.0
Added methods tvPLM
, tvRE
and tvFE
and methods to fit time-varying coefficients panel data models. Also added their correspondingconfint
, predict
, forecast
, plot
, summary
and print
methods.
Added dataset OECD
Change all return argument tvcoef
to coefficients
to fit the standards of other packages in R
Allow the user to choose individual plots for each variable in models of class tvlm, tvar or tvplm
Fix of the bug in R-devel caused by matrix objects now also inheriting from class array
which caused some problems in some “if” statements
#tvReg 0.4.2
Added modified or leave-(2l+1)-out cross-validation for bandwidth selection
Faster algorithm for the calculation of confidence intervals
Fix bug in `.tvCov.cv
Fix bug in tvGLS.R
for option est = "ll"
.
Added a website for the package (with pkgdown).
Added README.Rmd
and index.Rmd
.
Updated documentation tvOLS matrix
, forecast.tvar
, forecast.tvlm
and forecast.tvsure
.
Removed class tvlm
from objects of class tvar
.
Removed deprecated CI.tvlm()
, CI.tvar()
, CI.tvsure()
and CI.tvirf()
methods.
Added predict.tvlm()
, predict.tvar()
, predict.tvsure()
and predict.tvvar()
methods.
Added forecast.tvlm()
, forecast.tvar()
, forecast.tvsure()
and forecast.tvvar()
methods.
Added resid.tvlm()
, resid.tvsure()
, resid.tvvar()
and resid.tvirf()
for compatility with R standards.