tvvarGAM-package: tvvarGAM

In LauraBringmann/tvvarGAM: Estimates time-varying VAR model using GAM

tvvarGAM

Description

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 handle gradual smooth change of both the intercept and the vector autoregressive parameters.

Laura and Jonas: This is the front page of the package on the Help tab. Please provide some details, including formulas and refs if you will, laying out the contents of the package.

Versions:

• Version 0.2.0 (April 2020)
  The code was overall optimized. Plot and summary methods for objects of class 'tvvarGAM' were created.

• Version 0.1.1 (January 2019 ?????)
  Laura: Briefly mention what this version of the package offered.

Details

Package:	tvvarGAM
Type:	Package
Version:	0.2.0
Date:	2020-04-04
License:	GPL Version 2 or later

The tvvarGAM package contains useful functions, summarized below:

• tvvarGAM: xxx

• tvvarDATA: xxx

• tvvarSIM: xxx

• Available methods for objects of class "tvvarGAM":

  plot()

  print()

  summary()

Author(s)

Maintainer: Laura Bringmann [e-mail]

Authors:

• Jonas Haslbeck [e-mail]

• Jorge N. Tendeiro [e-mail]

References

\insertRef

RobertsLaughlin1996tvvarGAM

\insertRef

Robertsetal2000tvvarGAM

See Also

Useful links:

• https://github.com/LauraBringmann/tvvarGAM

Examples

# Example 1 - xxx

# Example 2 - xxx

LauraBringmann/tvvarGAM documentation built on Sept. 2, 2023, 5:08 p.m.