Re: [R] how to fit time varying coefficient regression model?

Dear rh, You may take a look at package dlm. A vignette is included in the documentation. Giovanni Date: Mon, 05 Oct 2009 22:30:05 -0400 From: R_help Help rhelp...@gmail.com Sender: r-help-boun...@r-project.org Precedence: list DKIM-Signature: v=1; a=rsa-sha256; c=relaxed/relaxed;

Re: [R] how to fit time varying coefficient regression model?

R_help Help wrote: Hi - I read through dse package manual a bit. I'm not quite certain how I can use it to estimate a time varying coefficient regression model? I might pick up an inappropriate package. Any suggestion would be greatly appreciated. Thank you. Just rewrite the linear

[R] how to fit time varying coefficient regression model?

Hi - I read through dse package manual a bit. I'm not quite certain how I can use it to estimate a time varying coefficient regression model? I might pick up an inappropriate package. Any suggestion would be greatly appreciated. Thank you. rh __