emissarydingx/tvvar_v1.0: Fit time-varying models for VAR data
Version 0.1.0

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 <[email protected]>
License
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("emissarydingx/tvvar_v1.0")
emissarydingx/tvvar_v1.0 documentation built on May 13, 2017, 6:04 p.m.