sparseVAR
, sparseVARMA
, sparseVARX
are all more efficient and faster nowfitted
and residuals
functions were implemented for VAR, VARMA, VARXdiagnostics_plot
was implemented for VAR, VARMA, VARXplot_cv
was implemented; Allows to investigate the behavior in CVsparseVAR
, sparseVARMA
and sparseVARX
can now use information criteria to select the optimal penalizationsimVAR
allow for the simulation of VAR models using different sparsity patterns; utility functions summary
and plot
were also implemented for simulated VARssparseVAR
, sparseVARMA
and sparseVARX
changed to ânoneâ. Will return a 3D array of estimations from this version on, unless a different selection procedure is chosen. WARNING: This can break old code!recursiveforecast
was implemented for VAR models.is.stable
was implemented for VAR modelsplot_cv
, directforecast
, and lagmatrix
the model argument was removed. Functions know automatically what model was used. WARNING: This can break old code!RetroSearch is an open source project built by @garambo | Open a GitHub Issue
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