lucabarbaglia/t-VAR
Penalized Vector AutoRegressions with t-innovations

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lucabarbaglia/t-VAR: Penalized Vector AutoRegressions with t-innovations

lucabarbaglia/t-VAR: Penalized Vector AutoRegressions with t-innovations

Large Vector AutoRegressions with t-innovations as in Barbaglia et al. (2020)

Getting started

README.md

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Vignettes Man pages API and functions Files

Package details
MaintainerLuca Barbaglia <luca.barbaglia@ec.europa.eu>
LicenseGPL-3
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R: 
install.packages("remotes")
remotes::install_github("lucabarbaglia/t-VAR")
lucabarbaglia/t-VAR documentation built on Feb. 27, 2021, 3:46 a.m.

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