jpburgard/mixtureVAR: mixtureVAR

\code{mixtureVAR} estimates a finite mixture of several VAR(p) models.

Getting started

Package details

AuthorMatthias Nöckel and Jan Pablo Burgard, with contributions from Matthias Neuenkirch
MaintainerJan Pablo Burgard <burgardj@uni-trier.de>
LicenseGPL (>= 2)
Version0.4
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jpburgard/mixtureVAR")
jpburgard/mixtureVAR documentation built on Nov. 1, 2023, 1:46 p.m.