SemiparMF
Semiparametric Spatiotemporal Model with Mixed Frequencies
v1.0.0
·
Feb 3, 2026
·
MIT + file LICENSE
Description
Fits a semiparametric spatiotemporal model for data with mixed frequencies, specifically where the response variable is observed at a lower frequency than some covariates. The estimation uses an iterative backfitting algorithm that combines a non-parametric smoothing spline for high-frequency data, parametric estimation for low-frequency and spatial neighborhood effects, and an autoregressive error structure. Methodology based on Malabanan, Lansangan, and Barrios (2022) <https://scienggj.org/2022/SciEnggJ%202022-vol15-no02-p90-107-Malabanan%20et%20al.pdf>.
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| r-release-windows-x86_64 | OK |
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1.0.0
Mar 9, 2026