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ClusterVAR: Fitting Latent Class Vector-Autoregressive (VAR) Models
Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.
Getting started
Browse package contents
Package details |
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| Author | Anja Ernst [aut, cre], Jonas Haslbeck [aut] |
| Maintainer | Anja Ernst <a.f.ernst@rug.nl> |
| License | GPL-2 |
| Version | 0.0.8 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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