API for gmvarkit
Estimate Gaussian Mixture Vector Autoregressive Model

Global functions
GAfit Man page Source code
GMVAR Man page Source code
aa_gmvarkit Man page
aa_gmvarkit-package Man page
add_data Man page Source code
all_pos_ints Man page Source code
calc_gradient Man page Source code
calc_hessian Man page Source code
change_parametrization Man page Source code
change_regime Man page Source code
check_constraints Man page Source code
check_data Man page Source code
check_gmvar Man page Source code
check_null_data Man page Source code
check_pMd Man page Source code
check_parameters Man page Source code
diagnostic_plot Man page Source code
dlogmultinorm Man page Source code
eurusd Man page
fitGMVAR Man page Source code
form_boldA Man page Source code
format_valuef Man page Source code
get_IC Man page Source code
get_boldA_eigens Man page Source code
get_gradient Man page Source code
get_hessian Man page Source code
get_regime_means Man page Source code
get_regime_means_int Man page Source code
get_test_Omega Man page Source code
in_paramspace Man page Source code
in_paramspace_int Man page Source code
is_stationary Man page Source code
iterate_more Man page Source code
logLik.gmvar Man page Source code
loglikelihood Man page Source code
loglikelihood_int Man page Source code
n_params Man page Source code
pick_Am Man page Source code
pick_Ami Man page Source code
pick_Omegas Man page Source code
pick_allA Man page Source code
pick_all_phi0_A Man page Source code
pick_alphas Man page Source code
pick_phi0 Man page Source code
pick_regime Man page Source code
plot.gmvar Man page Source code
plot.gmvarpred Man page Source code
plot.qrtest Man page Source code
predict.gmvar Man page Source code
print.gmvar Man page Source code
print.gmvarpred Man page Source code
print.gmvarsum Man page Source code
print.qrtest Man page Source code
print_std_errors Man page Source code
quantile_residual_tests Man page Source code
quantile_residuals Man page Source code
quantile_residuals_int Man page Source code
random_coefmats Man page Source code
random_coefmats2 Man page Source code
random_covmat Man page Source code
random_ind Man page Source code
random_ind2 Man page Source code
reform_constrained_pars Man page Source code
reform_data Man page Source code
regime_distance Man page Source code
residuals.gmvar Man page Source code
simulateGMVAR Man page Source code
smart_covmat Man page Source code
smart_ind Man page Source code
sort_components Man page Source code
standard_errors Man page Source code
summary.gmvar Man page Source code
swap_parametrization Man page Source code
unvec Man page Source code
unvech Man page Source code
vec Man page Source code
vech Man page Source code
gmvarkit documentation built on Sept. 22, 2018, 5:03 p.m.