Man pages for sparsevar
Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation
| accuracy | Accuracy metric |
| bootstrapped_var | Bootstrap VAR |
| check_impulse_zero | Check Impulse Zero |
| check_is_var | Check is var |
| companion_var | Companion VAR |
| compute_forecasts | Computes forecasts for VARs |
| create_sparse_matrix | Create Sparse Matrix |
| decompose_pi | Decompose Pi VECM matrix |
| error_bands_irf | Error bands for IRF |
| fit_var | Multivariate VAR estimation |
| fit_varx | Multivariate VARX estimation |
| fit_vecm | Multivariate VECM estimation |
| frob_norm | Frobenius norm of a matrix |
| impulse_response | Impulse Response Function |
| inform_crit | Computes information criteria for VARs |
| l1norm | L1 matrix norm |
| l2norm | L2 matrix norm |
| l_infty_norm | L-infinity matrix norm |
| max_norm | Max-norm of a matrix |
| multiplot | Multiplots with ggplot |
| plot_irf | IRF plot |
| plot_irf_grid | IRF grid plot |
| plot_matrix | Matrix plot |
| plot_var | Plot VARs |
| plot_vecm | Plot VECMs |
| simulate_var | VAR simulation |
| simulate_varx | VARX simulation |
| sparsevar | sparsevar: A package to estimate multivariate time series... |
| spectral_norm | Spectral norm |
| spectral_radius | Spectral radius |
| test_granger | Test for Ganger Causality |
| transform_data | Transform data |
| true_negative_rate | True Negative Rate |
| true_positive_rate | True Positive Rate |
| var_enet | VAR ENET |
| var_mcp | VAR MCP |
| var_scad | VAR SCAD |
