Package: multivar 1.1.0

Zachary Fisher

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) <arxiv:2007.05052>.

Authors:Zachary Fisher [aut, cre], Younghoon Kim [ctb], Vladas Pipiras [ctb]

multivar_1.1.0.tar.gz
multivar_1.1.0.tar.gz(r-4.5-noble)multivar_1.1.0.tar.gz(r-4.4-noble)
multivar_1.1.0.tgz(r-4.4-emscripten)multivar_1.1.0.tgz(r-4.3-emscripten)
multivar.pdf |multivar.html✨
multivar/json (API)

# Install 'multivar' in R:
install.packages('multivar', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.88 score 15 scripts 181 downloads 7 exports 47 dependencies

Last updated 3 years agofrom:b33ae40f63. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 19 2024
R-4.5-linux-x86_64NOTENov 19 2024

Exports:canonical.multivarconstructModelcv.multivarmultivar_simplot_resultsplot_simplot_transition_mat

Dependencies:clicodetoolscolorspacefansifarverforeachggplot2glmnetgluegtableisobanditeratorslabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloRcppEigenreshape2rlangsandwichscalesshapestringistringrstrucchangesurvivaltibbleurcautf8varsvctrsviridisLitewithrzoo

Getting Started with multi-VAR

Zachary F. Fisher

Rendered frommultiVARExample.Rmdusingknitr::rmarkdownon Nov 19 2024.

Last update: 2022-05-27
Started: 2022-01-05