[R] how to fit time varying coefficient regression model?

[Giovanni Petris]

Dear "rh",

You may take a look at package dlm. A vignette is included in the
documentation. 

Giovanni


> Date: Mon, 05 Oct 2009 22:30:05 -0400
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> Hi - I read through dse package manual a bit. I'm not quite certain
> how I can use it to estimate a time varying coefficient regression
> model? I might pick up an inappropriate package. Any suggestion would
> be greatly appreciated. Thank you.
> 
> rh
> 
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-- 

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/