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.

Version: 0.1.2
Depends: R (≥ 3.5.0)
Imports: MASS (≥ 7.3-50), stats (≥ 3.5.1)
Published: 2018-08-14
Author: Christian Llano Robayo [aut, cre], Nazrul Shaikh [aut]
Maintainer: Christian Llano Robayo <cxl985 at miami.edu>
BugReports: https://github.com/ChrissCod/LMfilteR/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
CRAN checks: LMfilteR results


Reference manual: LMfilteR.pdf
Package source: LMfilteR_0.1.2.tar.gz
Windows binaries: r-devel: LMfilteR_0.1.2.zip, r-devel-gcc8: LMfilteR_0.1.2.zip, r-release: LMfilteR_0.1.2.zip, r-oldrel: LMfilteR_0.1.2.zip
OS X binaries: r-release: LMfilteR_0.1.2.tgz, r-oldrel: LMfilteR_0.1.2.tgz
Old sources: LMfilteR archive


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