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TimeVarConcurrentModel  

Concurrent Multivariate Models with Time-Varying Coefficients
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("TimeVarConcurrentModel", "1.0")



Attach the package and use:
library("TimeVarConcurrentModel")
Maintained by
Chance Vandergeugten
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-06-30
Latest Update: 2022-06-30
Description:
Provides a hypothesis test and variable selection algorithm for use in time-varying, concurrent regression models. The hypothesis test function is also accompanied by a plotting function which will show the estimated beta(s) and confidence band(s) from the hypothesis test. The hypothesis test function helps the user identify significant covariates within the scope of a time-varying concurrent model. The plots will show the amount of area that falls outside the confidence band(s) which is used for the test statistic within the hypothesis test.
How to cite:
Chance Vandergeugten (2022). TimeVarConcurrentModel: Concurrent Multivariate Models with Time-Varying Coefficients. R package version 1.0, https://cran.r-project.org/web/packages/TimeVarConcurrentModel. Accessed 06 Aug. 2026.
Previous versions and publish date:
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Complete documentation for TimeVarConcurrentModel
Functions, R codes and Examples using the TimeVarConcurrentModel R package
Some associated functions: FitBandsPlot . HypothesisTestFunctionalData . 
Some associated R codes: FitBandsPlot.R . HypothesisTestFunctionalData.R . estimate_CI_bands.R . estimate_beta_functions.R . get_bootstrap_null_distr.R . myfitbetaplot.R . replaceMessage.R .  Full TimeVarConcurrentModel package functions and examples
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