Package: multivar 1.1.0
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:
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')) |
- dat_multivar_sim - Simulated multi-VAR data.
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:b33ae40f63. Checks:OK: 1 NOTE: 1. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 19 2024 |
R-4.5-linux-x86_64 | NOTE | Dec 19 2024 |
Exports:canonical.multivarconstructModelcv.multivarmultivar_simplot_resultsplot_simplot_transition_mat
Dependencies:clicodetoolscolorspacefansifarverforeachggplot2glmnetgluegtableisobanditeratorslabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloRcppEigenreshape2rlangsandwichscalesshapestringistringrstrucchangesurvivaltibbleurcautf8varsvctrsviridisLitewithrzoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Penalized Estimation of Multiple Subject Vector Autoregressive (multi-VAR) Models | multivar-package multivar |
Canonical VAR Fitting Function for multivar | canonical.multivar canonical.multivar,multivar-method |
Construct an object of class multivar | constructModel |
Cross Validation for multivar | cv.multivar cv.multivar,multivar-method |
Simulated multi-VAR data. | dat_multivar_sim |
Simulate multivar data. | multivar_sim |
multivar object class | multivar-class |
Plot data arising from cv.multivar. | plot_results |
Plot data arising from multivar_sim. | plot_sim |
Plot arbitrary transition matrix. | plot_transition_mat |
Default show method for an object of class multivar | show,multivar-method show.multivar |