mAr: Multivariate AutoRegressive analysis
Version 1.1-2

R functions for multivariate autoregressive analysis

AuthorS. M. Barbosa
Date of publication2012-10-29 08:59:08
MaintainerS. M. Barbosa <susana.barbosa@fc.up.pt>
LicenseGPL (>= 2)
Version1.1-2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mAr")

Popular man pages

mAr.eig: Eigendecomposition of m-variate AR(p) model
mAr.est: Estimation of multivariate AR(p) model
mAr.pca: Multivariate autoregressive analysis in PCA space
mAr.sim: Simulation from a multivariate AR(p) model
pinkham: Lydia Pinkham Annual Advertising and Sales data
sparrows: Body measurements of sparrows
waves: Time series of ocean wave height measurements
See all...

All man pages Function index File listing

Man pages

mAr.eig: Eigendecomposition of m-variate AR(p) model
mAr.est: Estimation of multivariate AR(p) model
mAr.pca: Multivariate autoregressive analysis in PCA space
mAr.sim: Simulation from a multivariate AR(p) model
pinkham: Lydia Pinkham Annual Advertising and Sales data
sparrows: Body measurements of sparrows
waves: Time series of ocean wave height measurements

Functions

Files

data
data/sparrows.rda
data/waves.rda
data/pinkham.rda
NAMESPACE
man
man/sparrows.Rd
man/pinkham.Rd
man/mAr.eig.Rd
man/mAr.est.Rd
man/mAr.pca.Rd
man/waves.Rd
man/mAr.sim.Rd
DESCRIPTION
MD5
R
R/mAr.sim.R
R/mAr.est.R
R/mAr.pca.R
R/mAr.eig.R
mAr documentation built on May 20, 2017, 4:37 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.