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)
- Version1.1.0
- R version≥ 2.10
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release05/27/2022
Documentation
Team
Zachary Fisher
Younghoon Kim
Show author detailsRolesContributorVladas Pipiras
Show author detailsRolesContributor
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- Depends1 package
- Imports9 packages
- Suggests2 packages
- Linking To2 packages