The goal of this package is to provide tools to fit time-varying coefficient models.

`devtools::install_github("inqs909/tvcm")`

You will need to install rtools to allow the `devtools`

package to install packages from a remote repository: https://cran.r-project.org/bin/windows/Rtools/.

Make sure to update R as well.

The main functions for this package are the `tvcm`

, `binary_vcm`

, and `pois_vcm`

functions. They are designed to be similar with other functions that fit models. Additionally, there are functions to compute the optimal bandwidth using a cross-validation approach.

The estimates are obtained using either a local least-squares or local likelihood approach. The varying-coefficients are approximated using a local-linear model.

The standard errors are obtained using a bootstrap method. Due the correlated nature of longitudinal data, bootstrap standard errors provide more accurate results. The functions will provide both the standard errors and point-wise percentiles for a value of a varying-coefficient functions.

The `plot()`

function will generate plots of the time-varying coefficient model.