tvReg 0.5.6 2021-09-22

  • 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 Unreleased

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

tvReg 0.5.4 2021-03-09

  • 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 2020-06-22

  • 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 2020-04-30

  • 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 2020-04-16

  • Fixed bug in method tvSURE when using constraints. Method confint works.

tvReg 0.5.0 2020-02-21

  • 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 2019-06-30

  • 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 2019-04-08

  • 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 2019-03-27