Nothing
quadVAR: Quadratic Vector Autoregression
Estimate quadratic vector autoregression models with the strong hierarchy using the Regularization Algorithm under Marginality Principle (RAMP) by Hao et al. (2018) <doi:10.1080/01621459.2016.1264956>, compare the performance with linear models, and construct networks with partial derivatives.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Jingmeng Cui [aut, cre] (<https://orcid.org/0000-0003-3421-8457>) |
| Maintainer | Jingmeng Cui <jingmeng.cui@outlook.com> |
| License | GPL (>= 3) |
| Version | 0.1.2 |
| URL | https://github.com/Sciurus365/quadVAR https://sciurus365.github.io/quadVAR/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the quadVAR package in your browser
Any scripts or data that you put into this service are public.
