ClusterVAR

Fitting Latent Class Vector-Autoregressive (VAR) Models

CRAN Package

Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.

  • Version0.0.7
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release07/10/2024

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  • Imports12 packages
  • Suggests3 packages