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Showing content from http://cran.rstudio.com/web/packages/Rcpp/../RcppZiggurat/../Rcpp/../multivar/readme/README.html below:

README

README Overview

multivar is an R package for estimating sparse Vector Autoregressive (VAR) models for multiple subjects (units) simultaneously. The package is currently under development and will be updated with full functionality shortly. For more information see Fisher, Kim and Pipiras (2020).


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