lm_per_AE {PerRegMod} | R Documentation |
lm_per_AE() function gives the adaptive estimation of parameters, intercept \mu_s
, slope \boldsymbol{\beta}_s
, and standard deviation \sigma_s
, of a periodic coefficients regression model. \widehat{\boldsymbol{\theta}}_{AE} ={\widehat{\boldsymbol{\vartheta} }_{LSE} }+\frac{1}{\sqrt{n}}{\mathbf{\Gamma}}^{-1}\mathbf{\Delta}
.
lm_per_AE(x,y,s)
x |
A list of independent variables with dimension |
y |
A response variable. |
s |
A period of the regression model. |
Residuals |
the residuals, that is response minus fitted values |
Coefficients |
a named vector of coefficients |
Root mean square error |
The root mean square error |
set.seed(6)
n=200
s=2
x1=rnorm(n,0,1.5)
x2=rnorm(n,0,0.9)
x3=rnorm(n,0,2)
x4=rnorm(n,0,1.9)
y=rnorm(n,0,2.5)
x=list(x1,x2,x3,x4)
lm_per_AE(x,y,s)