API for pat-alt/SVAA
Deep Vector Autoregression
| Global functions | |
|---|---|
| .onLoad | Source code |
| VARMA | Man page Source code |
| VAR_predict | Man page Source code |
| VAR_stable | Man page Source code |
| apply_scaler_from_training | Source code |
| companion_form | Source code |
| compute_J | Man page Source code |
| compute_Sigma_y | Man page Source code |
| compute_Theta | Man page Source code |
| compute_mspe | Man page Source code |
| compute_theta_kj_sq | Man page Source code |
| cor_fcst | Source code |
| cor_fcst.forecast | Source code |
| deepvareg | Man page Source code |
| detrend | Man page Source code |
| fevd | Man page Source code |
| fit | Source code |
| fit.deepvar_model | Source code |
| fitted.deepvar_model | Source code |
| fitted.var_model | Man page Source code |
| hd | Man page Source code |
| identify_chol | Man page |
| invert_scaling | Source code |
| invert_scaling.var_data | Source code |
| irf | Man page Source code |
| lag_order | Man page Source code |
| loss | Source code |
| loss.dvars_model | Source code |
| mse.dvars_model | Source code |
| msfe | Source code |
| msfe.forecast | Source code |
| new_data_supplied | Source code |
| plot.cum_loss | Source code |
| plot.forecast | Source code |
| plot.predictions | Source code |
| posterior_predictive | Source code |
| posterior_predictive.deepvar_model | Source code |
| predict.dvars_model | Source code |
| prepare_deepvar_data | Source code |
| prepare_deepvar_model | Man page Source code |
| prepare_predictors | Source code Source code |
| prepare_predictors.deepvar_model | Source code |
| prepare_predictors.var_model | Source code |
| prepare_test_data | Source code Source code |
| prepare_test_data.train_test_split | Source code |
| prepare_var_data | Source code |
| print.cum_loss | Source code |
| print.forecast | Source code |
| print.predictions | Source code |
| print.var_model | Source code |
| red_ir | Man page Source code |
| residuals.deepvar_model | Source code |
| residuals.var_model | Source code |
| rmsfe | Source code |
| rmsfe.forecast | Source code |
| split_sample | Source code |
| uncertainty | Source code Source code |
| uncertainty.deepvar_model | Source code |
| uncertainty.var_model | Source code |
| var2deepvar | Source code |
| var2deepvar.var_data | Source code |
| vareg | Man page Source code |
