Files in b-brune/tvRRR
Time-varying reduced-rank regression using state-space models
DESCRIPTION
NAMESPACE
R/DATASETS.R
R/FILTERING.R
R/FITTING.R
R/FITTING_UTILITIES.R
R/PARAMETER_UPDATES.R
R/UTILITY.R
R/log2008.R
R/log2020.R
README.Rmd
README.md
data/log2008.rda
data/log2020.rda
man/X_calc_Q.Rd
man/X_eval_lik.Rd
man/X_update_Gamma.Rd
man/X_update_Omega.Rd
man/X_update_Sigma.Rd
man/X_update_alpha.Rd
man/X_update_beta.Rd
man/approx.kronecker.Rd
man/dataset.Rd
man/eval_tvRRR.Rd
man/fit_modelA.Rd
man/fit_modelB.Rd
man/fitted.tvRRR.Rd
man/grassmann_dist.Rd
man/is.symmetric.Rd
man/make_VARdataset_break.Rd
man/make_VARdataset_determ.Rd
man/make_dataset_break.Rd
man/make_dataset_deterministic.Rd
man/make_dataset_fixed.Rd
man/make_dataset_rw.Rd
man/matpow.Rd
man/orth_proj.Rd
man/polar_proj.Rd
man/predict.tvRRR.Rd
man/print.tvRRR.Rd
man/rr.regression.Rd
man/rstiefel.Rd
man/stockdata.Rd
man/subsp_dist.Rd
man/tvRRR.Rd
man/update_pars.Rd
vignettes/.gitignore
vignettes/tvRRR.Rmd
