Recursive Least Squares

General
1

Hi

I would like to do some Recursive Least Squares models. Could anyone provide me with a package that can do that?

Thanks

2

Hi,

Welcome to the RStudio community!

Looking online these are some packages I came across:

LRS function of MTS package:
https://www.rdocumentation.org/packages/MTS/versions/1.0/topics/RLS

lm.fit.recursive function of the quantreg package:
https://www.rdocumentation.org/packages/quantreg/versions/5.54/topics/lm.fit.recursive

Hope this helps,
PJ

3

Hi

Thank you very much for the help. I will try to investigate it further.

4

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