b-brune/tvRRR: Time-varying reduced-rank regression using state-space models
This package implements the time-varying reduced-rank regression (tvRRR) as presented in Brune, Scherrer and Bura, 2021+.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.0.0.9000 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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