The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

tvReg 0.5.9

• Bug fix in bwCov when bw is NULL.

• Added function tvCor to calculate the correlation matrix correspondent to tvCov

tvReg 0.5.8

• Bug fix in plotfor tvsure objects.

• Functionality addition in tvCov and bwCov to calculate covariance matrices that may vary depending on a random variable.

• Fixing some parameter documentation.

tvReg 0.5.7

• Bug fix in forecast for tvvar objects with 1 lag. We thank Michael Wolf for reporting it to us.

tvReg 0.5.6

• Added package documentation (in “tvReg-package.R”, which now also includes data documentation).

• Changed imports in NAMESPACE. Now only the necessary functions of plm are imported (to avoid new compatibility issues between packages Matrix and plm).

tvReg 0.5.5

• Updated RV dataset and its variables description.
• Fixed bug in tvARand tvVAR when exogen is only one column.

tvReg 0.5.4

• Added par(ask=FALSE) at the end of plots.
• Fixed bug in confint for objects obtained with tvFE
• Fixed bug in predict for objects obtained with tvFE
• Fixed bug in tvSURE for datasets with different name than data
• Added kernel function Triweight and make it the default

tvReg 0.5.3

• Added dates in data CEES
• Changed argument newx for argument newdata in forecast.tvlm, forecast.tvar, predict.tvlm and predict.tvar.

tvReg 0.5.2

• Fixed bug in tvPLM and changed the limits of the Epanechnikov kernel.
• Added check for variables size in tvPLM when there are NAs.
• Added check for class in tvAR main argument.

tvReg 0.5.1

• Fixed bug in method 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

tvReg 0.4.1

• 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.

tvReg 0.4.0

• 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.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.