Man pages for YiHou98/bigtime
Sparse Estimation of Large Time Series Models
| bigtime | bigtime: A package for obtaining sparse estimates of large... |
| create_rand_coef_mat | Creates a random coefficient matrix |
| directforecast | Function to obtain h-step ahead direct forecast based on... |
| dot-recursiveforecast | Recursively forecast a VAR |
| example | Multivariate Time Series Example |
| is.stable | Checks whether a VAR is stable |
| lagmatrix | Creates Lagmatrix of Estimated Coefficients |
| pipe | Pipe operator |
| plot.bigtime.recursiveforecast | Plots Recursive Forecasts |
| plot.bigtime.simVAR | Plots a simulated VAR |
| plot_cv | Plot the Cross Validation Error Curve for a Sparse VAR or... |
| recursiveforecast | Recursively Forecasts a VAR |
| reduce_cube | Reduces the third dimension of a cube and returns a data... |
| simVAR | Simulates a VAR(p) with various sparsity patterns |
| sparsevar | Sparse Estimation of the Vector AutoRegressive (VAR) Model |
| sparsevarma | Sparse Estimation of the Vector AutoRegressive Moving Average... |
| sparsevarx | Sparse Estimation of the Vector AutoRegressive with Exogenous... |
| summary.bigtime.simVAR | Gives a small summary of a VAR simulation |
| X | Multivariate Time Series Example |
| Y | Multivariate Time Series Example |
