With this package one can estimate time-varying vector autoregressive models based on generalized additive models. It uses a regression form making it easy to use. At the moment it can only handly gradual smooth change of both the intercept and the vector autoregressive parameters.
|Author||person("Laura", "Bringmann", email = "[email protected]", role = c("aut", "cre"), "Jonas","Haslbeck")|
|Maintainer||The package maintainer <[email protected]>|
|License||What license is it under?|
|Package repository||View on GitHub|
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