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

Alain Zuur highstat at highstat.com
Tue Oct 6 17:09:39 CEST 2009

R_help Help wrote:
> 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.
> Just rewrite the linear regression model into state-space equations, and
> apply Kalman filtering. See Chapter 16 or 17 in our Analysing Ecological
> Data book. There will be packages in R that can do kalman filtering and
> smoothing
> Alain
> rh
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> and provide commented, minimal, self-contained, reproducible code.

Dr. Alain F. Zuur
First author of:

1. Analysing Ecological Data (2007).
Zuur, AF, Ieno, EN and Smith, GM. Springer. 680 p.

2. Mixed effects models and extensions in ecology with R. (2009).
Zuur, AF, Ieno, EN, Walker, N, Saveliev, AA, and Smith, GM. Springer.

3. A Beginner's Guide to R (2009).
Zuur, AF, Ieno, EN, Meesters, EHWG. Springer

Statistical consultancy, courses, data analysis and software
Highland Statistics Ltd.
6 Laverock road
UK - AB41 6FN Newburgh
Email: highstat at highstat.com
URL: www.highstat.com

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