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LMfilteR  

Filter Methods for Parameter Estimation in Linear and Non Linear Regression Models
View on CRAN: Click here


Download and install LMfilteR package within the R console
Install from CRAN:
install.packages("LMfilteR")

Install from Github:
library("remotes")
install_github("cran/LMfilteR")

Install by package version:
library("remotes")
install_version("LMfilteR", "0.1.3.1")



Attach the package and use:
library("LMfilteR")
Maintained by
Christian Llano Robayo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-09-24
Latest Update: 2023-02-02
Description:
We present a method based on filtering algorithms to estimate the parameters of linear, i.e. the coefficients and the variance of the error term. The proposed algorithms make use of Particle Filters following Ristic, B., Arulampalam, S., Gordon, N. (2004, ISBN: 158053631X) resampling methods. Parameters of logistic regression models are also estimated using an evolutionary particle filter method.
How to cite:
Christian Llano Robayo (2017). LMfilteR: Filter Methods for Parameter Estimation in Linear and Non Linear Regression Models. R package version 0.1.3.1, https://cran.r-project.org/web/packages/LMfilteR. Accessed 28 Jan. 2025.
Previous versions and publish date:
0.1.0 (2017-09-24 12:34), 0.1.1 (2017-10-13 05:35), 0.1.2 (2018-08-14 06:20), 0.1.3 (2020-10-12 09:40)
Other packages that cited LMfilteR R package
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Other R packages that LMfilteR depends, imports, suggests or enhances
Complete documentation for LMfilteR
Functions, R codes and Examples using the LMfilteR R package
Some associated functions: EPF_L_compl . EPF_logist_compl . PF_lm . PF_lm_ss . 
Some associated R codes: EPF_L_compl.R . EPF_logist_compl.R . PF_lm.R . PF_lm_ss.R . utils.R .  Full LMfilteR package functions and examples
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