Files in ClusterVAR

Fitting Latent Class Vector-Autoregressive (VAR) Models

README.md R/determineLagOrder.R R/calculateIC.R R/calculateTau.R R/EMFunc.R R/summary.ClusterVAR.R R/coef.ClusterVAR.R R/calculateBIC.R R/calculateCoefficientsForRandoAndRational.R R/calculateRatio.R R/checkSingularitySigma.R R/calculateB.R R/calculateA.R R/callEMFuncsPARALLELIZED.R R/plotHeat.R R/calculateLagList.R R/calculateFYZ.R R/checkConvergence.R R/checkOutliers.R R/plot.ClusterVAR.R R/print.ClusterVAR.R R/calculateNPara.R R/LCVAR.R R/EMInit.R R/createOutputList.R R/checkComponentsCollapsed.R R/calculateW.R R/checkVarianceY.R R/DetPredSubj.R R/callCalculateCoefficientsForRandoAndRational.R R/InitFuncs.R R/checkLikelihoodsNA.R R/constraintsOnB.R R/startup_msg.R R/checkPosteriorsNA.R R/numberPredictableObservations.R R/print.PredictableObs.R R/print.ClusterVARCoef.R R/print.ClusterVARSummary.R R/calculateSigma.R R/calculateICL.R R/reorderLags.R R/createX.R R/calculateU.R R/calculateBandWZero.R R/calculatePosterior.R tests/testthat.R tests/testthat/test-clusterVAR.R man/print.PredictableObs.Rd man/LCVAR.Rd man/coef.ClusterVAR.Rd man/print.ClusterVAR.Rd man/print.ClusterVARCoef.Rd man/print.ClusterVARSummary.Rd man/numberPredictableObservations.Rd man/clusterVAR_datasets.Rd man/clusterVAR_internal.Rd man/summary.ClusterVAR.Rd man/plot.ClusterVAR.Rd