Benoit J
2008-Jan-12 14:45 UTC
[R] GLM/VGAM exponential weighting and sequential regression
Hello I have a data.frame with first column date (possibly several rows with same date) second column X1 and third X2 for example i would like to regress X1 on X2 but with exponential weight i.e. give more weights to last observations and i would like to do this in sequential mode i.e for first 100 values then first 110 values then first 120 for example and etc. is there an option in glm or vglm in vgam package to do this? and in rrvglm function i would to do same but with the option to keep constraints matrices constant from week to week. If somebody could help me, a lot of thanks. Benoit J. R Fan -- View this message in context: http://www.nabble.com/GLM-VGAM-exponential-weighting-and-sequential-regression-tp14774166p14774166.html Sent from the R help mailing list archive at Nabble.com.