TimeVarConcurrentModel: Concurrent Multivariate Models with Time-Varying Coefficients
Provides a hypothesis test and variable selection algorithm for use in time-varying, concurrent regression models. The hypothesis test function is also accompanied by a plotting function which will show the estimated beta(s) and confidence band(s) from the hypothesis test. The hypothesis test function helps the user identify significant covariates within the scope of a time-varying concurrent model. The plots will show the amount of area that falls outside the confidence band(s) which is used for the test statistic within the hypothesis test.
||Adriano Zambom [aut],
Chance Vandergeugten [aut, cre]
||Chance Vandergeugten <leaveitalltochance at gmail.com>
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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