API for b-brune/tvRRR
Time-varying reduced-rank regression using state-space models

Global functions
BIC_tvRRR Source code
MSFE_tvRRR Source code
X_calc_Q Man page Source code
X_eval_lik Man page Source code
X_update_Gamma Man page Source code
X_update_Omega Man page Source code
X_update_Sigma Man page Source code
X_update_alpha Man page Source code
X_update_beta Man page Source code
approx.kronecker Man page Source code
dataset Man page Source code
eval_tvRRR Man page Source code
filter_modelA Man page Source code
filter_modelB Man page Source code
fit_modelA Man page Source code
fit_modelB Man page Source code
fit_tvRRR Man page Source code
fitted.tvRRR Man page Source code
grassmann_dist Man page Source code
is.symmetric Man page Source code
log2008 Man page
log2020 Man page
make_VARdataset_break Man page Source code
make_VARdataset_determ Man page Source code
make_dataset_break Man page Source code
make_dataset_deterministic Man page Source code
make_dataset_fixed Man page Source code
make_dataset_rw Man page Source code
matpow Man page Source code
orth_proj Man page Source code
polar_proj Man page Source code
predict.tvRRR Man page Source code
print.tvRRR Man page Source code
rr.regression Man page Source code
rstiefel Man page Source code
subsp_dist Man page Source code
tvRRR Man page Source code
update_pars Man page Source code
b-brune/tvRRR documentation built on Dec. 19, 2021, 6:37 a.m.