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PerRegMod (version 4.4.3)

Fitting Periodic Coefficients Linear Regression Models

Description

Provides tools for fitting periodic coefficients regression models to data where periodicity plays a crucial role. It allows users to model and analyze relationships between variables that exhibit cyclical or seasonal patterns, offering functions for estimating parameters and testing the periodicity of coefficients in linear regression models. For simple periodic coefficient regression model see Regui et al. (2024) .

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Version

Install

install.packages('PerRegMod')

Monthly Downloads

120

Version

4.4.3

License

GPL

Maintainer

Slimane Regui

Last Published

December 2nd, 2024

Functions in PerRegMod (4.4.3)

GAMMA

Calculating the component of matrix GAMMA
LSE_Reg_per

Least squares estimator for periodic coefficients regression model
lm_per

Fitting periodic coefficients regression model by using LSE
A_x_B

A Kronecker product B
phi_n

Calculating the value of \(\phi\) function
estimate_para_adaptive_method

Adaptive estimator for periodic coefficients regression model
sd_estimation_for_each_s

Estimating periodic variances in a periodic coefficients regression model
DELTA

Calculating the component of vector DELTA
check_periodicity

Checking the periodicity of parameters in the regression model
lm_per_AE

Fitting periodic coefficients regression model by using Adaptive estimation method
pseudo_gaussian_test

Detecting periodicity of parameters in the regression model