rollRegres
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R package for fast rolling and expanding linear regression models
rollRegres
This package contains functions for fast rolling and expanding linear regression models. You can install the package from CRAN by calling
install.packages("rollRegres")
or from Github by calling
devtools::install_github("boennecd/rollRegres", upgrade_dependencies = FALSE,
build_vignettes = TRUE)
See vignette("Comparisons", package = "rollRegres")
for examples of how to
use the functions.