sstvars
Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

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Vignettes
Functions
276
Source code
35
Man pages
122
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sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models
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API

API for sstvars
Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

Global functions
GAfit Man page Source code
GFEVD Man page Source code
GIRF Man page Source code
Gaussian_densities_Cpp Man page Source code
Gaussian_densities_const_Cpp Man page Source code
LR_test Man page Source code
Portmanteau_test Man page Source code
Rao_test Man page Source code
STVAR Man page Source code
Student_densities_Cpp Man page Source code
VAR_pcovmat Man page Source code
Wald_test Man page Source code
Wvec Man page Source code
acidata Man page
all_pos_ints Man page Source code
alt_stvar Man page Source code
bound_JSR Man page Source code
bound_jsr_G Man page Source code
bounding_const_M 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_Bt_Cpp Man page Source code
check_constraints Man page Source code
check_data Man page Source code
check_exoweights Man page Source code
check_pMd Man page Source code
check_params Man page Source code
check_stvar Man page Source code
check_weightfun_pars Man page Source code
create_Fi_matrix Man page Source code
create_J_matrix Man page Source code
diag_Omegas Man page Source code
diagnostic_plot Man page Source code
estim_LS Man page Source code
estim_NLS Man page Source code
filter_estimates Man page Source code
fitSSTVAR Man page Source code
fitSTVAR Man page Source code
fitbsSSTVAR Man page Source code
form_boldA Man page Source code
format_valuef Man page Source code
gdpdef Man page
generate_skewed_t Man page Source code
get_Bt_Cpp Man page Source code
get_IC Man page Source code
get_Sigmas Man page Source code
get_alpha_mt Man page Source code
get_boldA_eigens Man page Source code
get_boldA_eigens_par Man page Source code
get_foc Man page Source code
get_gradient Man page Source code
get_hessian Man page Source code
get_hetsked_sstvar Man page Source code
get_minval Man page Source code
get_mu_yt_Cpp Man page Source code
get_new_start Man page Source code
get_omega_eigens Man page Source code
get_omega_eigens_par Man page Source code
get_regime_autocovs Man page Source code
get_regime_means Man page Source code
get_residuals Man page Source code
get_soc Man page Source code
get_symmetric_sqrt Man page Source code
in_paramspace Man page Source code
ind_Student_densities_Cpp Man page Source code
ind_skewed_t_densities_Cpp Man page Source code
iterate_more Man page Source code
linear_IRF Man page Source code
logLik.stvar Man page Source code
loglikelihood Man page Source code
mat_power Man page Source code
n_params Man page Source code
order_B Man page Source code
pick_Am Man page Source code
pick_Ami Man page Source code
pick_Omegas Man page Source code
pick_W Man page Source code
pick_allA Man page Source code
pick_distpars Man page Source code
pick_lambdas Man page Source code
pick_phi0 Man page Source code
pick_regime Man page Source code
pick_weightpars Man page Source code
plot.gfevd Man page Source code
plot.girf Man page Source code
plot.irf Man page Source code
plot.stvar Man page Source code
plot.stvarpred Man page Source code
plot_struct_shocks Man page Source code
predict.stvar Man page Source code
print.gfevd Man page Source code
print.girf Man page Source code
print.hypotest Man page Source code
print.irf Man page Source code
print.stvar Man page Source code
print.stvarpred Man page Source code
print.stvarsum Man page Source code
profile_logliks Man page Source code
random_coefmats Man page Source code
random_coefmats2 Man page Source code
random_covmat Man page Source code
random_distpars Man page Source code
random_impactmat Man page Source code
random_ind Man page Source code
random_weightpars Man page Source code
redecompose_Omegas Man page Source code
reform_constrained_pars Man page Source code
reform_data Man page Source code
regime_distance Man page Source code
reorder_B_columns Man page Source code
residuals.stvar Man page Source code
simulate.stvar Man page Source code
simulate_from_regime Man page Source code
skewed_t_dens Man page Source code
smart_covmat Man page Source code
smart_distpars Man page Source code
smart_impactmat Man page Source code
smart_ind Man page Source code
smart_weightpars Man page Source code
sort_impactmats Man page Source code
sort_regimes Man page Source code
sstvars Man page
sstvars-package Man page
stab_conds_satisfied Man page Source code
stand_t_dens Man page Source code
standard_errors Man page Source code
stvar_to_sstvars110 Man page Source code
summary.stvar Man page Source code
swap_B_signs Man page Source code
swap_parametrization Man page Source code
unWvec Man page Source code
uncond_moments Man page Source code
unvec Man page Source code
unvech Man page Source code
usacpu Man page
usamone Man page
vec Man page Source code
vech Man page Source code
warn_eigens Man page Source code
sstvars documentation built on April 11, 2025, 5:47 p.m.

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