multivar
Penalized Estimation of Multiple-Subject Vector Autoregressive (multi-VAR) Models
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.
- Version1.1.0
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release05/27/2022
Documentation
Team
Zachary Fisher
Vladas Pipiras
Show author detailsRolesContributorYounghoon Kim
Show author detailsRolesContributor
Insights
Last 30 days
Last 365 days
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
Binaries
Dependencies
- Imports7 packages
- Suggests2 packages
- Linking To2 packages