hdiVAR

Statistical Inference for Noisy Vector Autoregression

CRAN Package

The model is high-dimensional vector autoregression with measurement error, also known as linear gaussian state-space model. Provable sparse expectation-maximization algorithm is provided for the estimation of transition matrix and noise variances. Global and simultaneous testings are implemented for transition matrix with false discovery rate control. For more information, see the accompanying paper: Lyu, X., Kang, J., & Li, L. (2023). "Statistical inference for high-dimensional vector autoregression with measurement error", Statistica Sinica.


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Insights

Last 30 days

This package has been downloaded 162 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
0 downloadsMar 4, 2025
6 downloadsMar 5, 2025
4 downloadsMar 6, 2025
4 downloadsMar 7, 2025
5 downloadsMar 8, 2025
1 downloadsMar 9, 2025
3 downloadsMar 10, 2025
5 downloadsMar 11, 2025
5 downloadsMar 12, 2025
13 downloadsMar 13, 2025
2 downloadsMar 14, 2025
7 downloadsMar 15, 2025
1 downloadsMar 16, 2025
1 downloadsMar 17, 2025
12 downloadsMar 18, 2025
4 downloadsMar 19, 2025
11 downloadsMar 20, 2025
7 downloadsMar 21, 2025
5 downloadsMar 22, 2025
8 downloadsMar 23, 2025
7 downloadsMar 24, 2025
3 downloadsMar 25, 2025
7 downloadsMar 26, 2025
10 downloadsMar 27, 2025
8 downloadsMar 28, 2025
6 downloadsMar 29, 2025
5 downloadsMar 30, 2025
2 downloadsMar 31, 2025
5 downloadsApr 1, 2025
5 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,494 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Sep 11, 2024 with 28 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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Dependencies

  • Imports2 packages
  • Suggests2 packages