Man pages for ineswilms/bigtime
Sparse Estimation of Large Time Series Models
| bigtime | bigtime: A package for obtaining sparse estimates of large... |
| create_rand_coef_mat | Creates a random coefficient matrix |
| diagnostics_plot | Creates a Diagnostic Plot |
| diagnostics_plot.bigtime.VAR | diagnostics_plot function for VAR models |
| diagnostics_plot.bigtime.VARMA | diagnostics_plot function for VARMA models |
| diagnostics_plot.bigtime.VARX | diagnostics_plot function for VARX models |
| directforecast | Function to obtain h-step ahead direct forecast based on... |
| dot-diagnostics_plot | Internal function to plot the diagnostics plot |
| dot-get_ic_vals | Calculates ICs |
| dot-recursiveforecast | Recursively forecast a VAR |
| fitted.bigtime.VAR | Gives the fitted values of a model estimated using... |
| fitted.bigtime.VARMA | Gives the fitted values of a model estimated using... |
| fitted.bigtime.VARX | Gives the fitted values of a model estimated using... |
| get_ic_vals | Calculates the Information Criteria for a VAR, VARX, VARMA... |
| get_ic_vals.bigtime.VAR | Calculates the Information Criteria for a model estimated... |
| get_ic_vals.bigtime.VARX | Calculates the Information Criteria for a model estimated... |
| ic_selection | Selects the optimal penalty parameter using information... |
| is.stable | Checks whether a VAR is stable |
| lagmatrix | Creates Lagmatrix of Estimated Coefficients |
| pipe | Pipe operator |
| plot.bigtime.recursiveforecast | Plots Recursive Forecasts |
| plot.bigtime.simVAR | Plots a simulated VAR |
| plot_cv | Plot the Cross Validation Error Curve for a Sparse VAR or... |
| recursiveforecast | Recursively Forecasts a VAR |
| reduce_cube | Reduces the third dimension of a cube and returns a data... |
| residuals.bigtime.VAR | Gives the residuals for VAR models estimated using... |
| residuals.bigtime.VARMA | Gives the residuals for VARMA models estimated using... |
| residuals.bigtime.VARX | Gives the residuals for VARX models estimated using... |
| simVAR | Simulates a VAR(p) with various sparsity patterns |
| sparseVAR | Sparse Estimation of the Vector AutoRegressive (VAR) Model |
| sparseVARMA | Sparse Estimation of the Vector AutoRegressive Moving Average... |
| sparseVARX | Sparse Estimation of the Vector AutoRegressive with Exogenous... |
| summary.bigtime.simVAR | Gives a small summary of a VAR simulation |
| X.varx | VARX Time Series Example ('varx.example') |
| Y.var | VAR Time Series Example ('var.example') |
| Y.varma | VARMA Time Series Example ('varma.example') |
| Y.varx | VARX Time Series Example ('varx.example') |
