Functions for simulating, estimating and forecasting stationary Vector Autoregressive (VAR) models for multiple subject data using the penalized multi-VAR framework in Fisher, Kim and Pipiras (2020) <doi:10.48550/arXiv.2007.05052>.
Version: 1.1.0 Depends: R (≥ 2.10) Imports: methods, stats, utils, MASS, Rcpp (≥ 1.0.3), Matrix, ggplot2, vars, reshape2, glmnet LinkingTo: Rcpp, RcppArmadillo Suggests: knitr, rmarkdown Published: 2022-05-27 DOI: 10.32614/CRAN.package.multivar Author: Zachary Fisher [aut, cre], Younghoon Kim [ctb], Vladas Pipiras [ctb] Maintainer: Zachary Fisher <fish.zachary at gmail.com> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: yes Materials: README CRAN checks: multivar results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=multivar to link to this page.
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