NEWS.md
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
).
RV
dataset and its variables description.tvAR
and tvVAR
when exogen
is only one column.confint
for objects obtained with tvFE
predict
for objects obtained with tvFE
tvSURE
for datasets with different name than dataTriweight
and make it the defaultCEES
newx
for argument newdata
in forecast.tvlm
, forecast.tvar
, predict.tvlm
and predict.tvar
.tvPLM
and changed the limits of the Epanechnikov kernel.tvPLM
when there are NAs.tvAR
main argument.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
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
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
.
Removed class tvlm
from objects of class tvar
.
Removed deprecated CI.tvlm()
, CI.tvar()
, CI.tvsure()
and CI.tvirf()
methods.
Added predict.tvlm()
, predict.tvar()
, predict.tvsure()
and predict.tvvar()
methods.
Added forecast.tvlm()
, forecast.tvar()
, forecast.tvsure()
and forecast.tvvar()
methods.
Added resid.tvlm()
, resid.tvsure()
, resid.tvvar()
and resid.tvirf()
for compatility with R standards.