jakmes/onlineVAR: Online Fitting of Time-Adaptive Lasso Vector Auto Regression

Functions for recursive online fitting of time-adaptive lasso vector auto regression.

Getting started

Package details

Maintainer
LicenseGPL-2 | GPL-3
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("jakmes/onlineVAR")
jakmes/onlineVAR documentation built on May 4, 2019, 4:23 p.m.