PerRegMod (version 4.4.3)

estimate_para_adaptive_method: Adaptive estimator for periodic coefficients regression model

Description

estimate_para_adaptive_method() function gives the adaptive estimation of parameters of a periodic coefficients regression model.

Usage

estimate_para_adaptive_method(n,s,y,x)

Value

beta_ad

Parameters to be estimated.

Arguments

n

The length of vector \(y\).

s

A period of the regression model.

y

A response variable.

x

A list of independent variables with dimension \(p\).

Examples

set.seed(6)
n=400
s=4
x1=rnorm(n,0,1.5)
x2=rnorm(n,0,0.9)
x3=rnorm(n,0,2)
x4=rnorm(n,0,1.9)
y=rnorm(n,0,2.5)
x=list(x1,x2,x3,x4)
model=lm(y~x1+x2+x3+x4)
z=model$residuals
estimate_para_adaptive_method(n,s,y,x)