emissarydingx/tvvar_v1.0: Fit time-varying models for VAR data

Fit TVVAR, time-varying Ridge, time-varying Lasso and time-varying MLE models for time-varying autoregressive data.

Getting started

Package details

AuthorXin Ding; Xiaohui Chen
MaintainerXin Ding <dingx92@gmail.com>
License
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("emissarydingx/tvvar_v1.0")
emissarydingx/tvvar_v1.0 documentation built on May 16, 2019, 5:09 a.m.