Files in sstvars

Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

NEWS.md README.md R/RcppExports.R R/loglikelihood.R R/diagTests.R R/generateParams.R R/morePlots.R R/uncondMoments.R R/argumentChecks.R R/jointSpectralRadius.R R/diagnosticPlot.R R/distributionFuns.R R/numericalDifferentiation.R R/sstvars.R R/miscellaneous.R R/geneticAlgorithm.R R/miscS3methods.R R/data.R R/simulate.R R/predict.R R/MAINest.R R/STVARconstruction.R R/GIRFandGFEVD.R R/linearIRF.R R/residuals.R R/hypoTests.R R/eigens.R R/profileLogliks.R R/moreEst.R R/pickParams.R R/printMethods.R R/standardErrors.R R/matcal.R R/plotMethods.R R/LSest.R R/parameterReforms.R inst/doc/sstvars-vignette.pdf inst/doc/sstvars-vignette.R vignettes/figures/seriesplot.pdf vignettes/figures/profilelogliks.pdf man/random_ind.Rd man/pick_lambdas.Rd man/generate_skewed_t.Rd man/unvec.Rd man/pick_regime.Rd man/diagnostic_plot.Rd man/uncond_moments.Rd man/smart_impactmat.Rd man/plot_struct_shocks.Rd man/check_stvar.Rd man/fitbsSSTVAR.Rd man/standard_errors.Rd man/simulate_from_regime.Rd man/pick_W.Rd man/smart_ind.Rd man/pick_distpars.Rd man/unWvec.Rd man/sort_regimes.Rd man/Gaussian_densities_Cpp.Rd man/Wald_test.Rd man/VAR_pcovmat.Rd man/order_B.Rd man/estim_NLS.Rd man/Rao_test.Rd man/print.hypotest.Rd man/get_residuals.Rd man/change_regime.Rd man/usamone.Rd man/vech.Rd man/reorder_B_columns.Rd man/redecompose_Omegas.Rd man/vec.Rd man/GFEVD.Rd man/change_parametrization.Rd man/calc_gradient.Rd man/create_Fi_matrix.Rd man/check_constraints.Rd man/mat_power.Rd man/bound_jsr_G.Rd man/pick_Am.Rd man/profile_logliks.Rd man/ind_skewed_t_densities_Cpp.Rd man/get_omega_eigens.Rd man/swap_B_signs.Rd man/predict.stvar.Rd man/create_J_matrix.Rd man/pick_allA.Rd man/get_regime_means.Rd man/get_minval.Rd man/check_data.Rd man/reform_constrained_pars.Rd man/GAfit.Rd man/in_paramspace.Rd man/reform_data.Rd man/get_mu_yt_Cpp.Rd man/stab_conds_satisfied.Rd man/smart_distpars.Rd man/all_pos_ints.Rd man/Wvec.Rd man/check_weightfun_pars.Rd man/pick_Omegas.Rd man/get_new_start.Rd man/random_covmat.Rd man/get_boldA_eigens_par.Rd man/smart_weightpars.Rd man/bounding_const_M.Rd man/GIRF.Rd man/regime_distance.Rd man/get_omega_eigens_par.Rd man/check_params.Rd man/fitSSTVAR.Rd man/print.stvarsum.Rd man/get_alpha_mt.Rd man/get_IC.Rd man/pick_weightpars.Rd man/STVAR.Rd man/sstvars-package.Rd man/random_impactmat.Rd man/get_hetsked_sstvar.Rd man/skewed_t_dens.Rd man/get_symmetric_sqrt.Rd man/get_boldA_eigens.Rd man/estim_LS.Rd man/n_params.Rd man/sort_impactmats.Rd man/usacpu.Rd man/simulate.stvar.Rd man/stand_t_dens.Rd man/bound_JSR.Rd man/get_Sigmas.Rd man/Portmanteau_test.Rd man/alt_stvar.Rd man/unvech.Rd man/loglikelihood.Rd man/get_Bt_Cpp.Rd man/Gaussian_densities_const_Cpp.Rd man/diag_Omegas.Rd man/format_valuef.Rd man/stvar_to_sstvars110.Rd man/gdpdef.Rd man/linear_IRF.Rd man/LR_test.Rd man/random_weightpars.Rd man/get_regime_autocovs.Rd man/ind_Student_densities_Cpp.Rd man/check_Bt_Cpp.Rd man/filter_estimates.Rd man/pick_phi0.Rd man/random_coefmats.Rd man/form_boldA.Rd man/check_pMd.Rd man/iterate_more.Rd man/random_distpars.Rd man/swap_parametrization.Rd man/pick_Ami.Rd man/warn_eigens.Rd man/Student_densities_Cpp.Rd man/random_coefmats2.Rd man/check_exoweights.Rd man/acidata.Rd man/smart_covmat.Rd man/fitSTVAR.Rd