Time-Varying linear regression via flexible least squares

A R/C++ implementation of Time-Varying linear regression via flexible least squares as proposed in Kalaba and Tesfatsion (1989).

Installation

Until accepted to CRAN package can be installed using devtools, i.e.

library(devtools)
install_github("GediminasB/fls")

References

Kalaba, R., and L. Tesfatsion. 1989. “Time-Varying Linear Regression via Flexible Least Squares.” Computers & Mathematics with Applications 17 (8): 1215–45. doi:10.1016/0898-1221(89)90091-6.