Dear "rh", You may take a look at package dlm. A vignette is included in the documentation.
Giovanni > Date: Mon, 05 Oct 2009 22:30:05 -0400 > From: R_help Help <rhelp...@gmail.com> > Sender: r-help-boun...@r-project.org > Precedence: list > DKIM-Signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; > DomainKey-Signature: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; > > Hi - I read through dse package manual a bit. I'm not quite certain > how I can use it to estimate a time varying coefficient regression > model? I might pick up an inappropriate package. Any suggestion would > be greatly appreciated. Thank you. > > rh > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- Giovanni Petris <gpet...@uark.edu> Associate Professor Department of Mathematical Sciences University of Arkansas - Fayetteville, AR 72701 Ph: (479) 575-6324, 575-8630 (fax) http://definetti.uark.edu/~gpetris/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.