LSE_Reg_per {PerRegMod} | R Documentation |
Least squares estimator for periodic coefficients regression model
Description
LSE_Reg_per() function gives the least squares estimation of parameters of a periodic coefficients regression model.
Usage
LSE_Reg_per(x,y,s)
Arguments
x |
A list of independent variables with dimension |
y |
A response variable. |
s |
A period of the regression model. |
Value
beta |
Parameters to be estimated. |
X |
Matrix of predictors. |
Y |
The response vector. |
Examples
set.seed(6)
n=400
s=4
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)
LSE_Reg_per(x,y,s)
[Package PerRegMod version 4.4.3 Index]