README.md

In andbucci/starvars: Vector Logistic Smooth Transition Models Estimation and Prediction

starvars

The goal of starvars is to estimate a Vector Logistic Smooth Transition model in R. The package allows also the user to test non-linearity and determine common structural breaks in multivariate time series. Furthermore, realized covariances and their Cholesky decomposition may be obtained through a dedicated function.

Installation

You can install the released version of starvars from CRAN with:

install.packages("starvars")

Example

This is a basic example which shows you how to solve a common problem:

## basic example code

andbucci/starvars documentation built on Jan. 19, 2022, 1:44 p.m.