API for saviviro/gmvarkit
Estimate Gaussian Mixture Vector Autoregressive Model

Global functions
GAfit Man page Source code
GFEVD Man page Source code
GIRF Man page Source code
GMVAR Man page Source code
GSMVAR Man page Source code
LR_test Man page Source code
VAR_pcovmat Man page Source code
Wald_test Man page Source code
Wvec Man page Source code
add_data Man page Source code
all_pos_ints Man page Source code
alt_gmvar Man page Source code
alt_gsmvar Man page Source code
calc_gradient Man page Source code
calc_hessian Man page Source code
change_parametrization Man page Source code
change_regime Man page Source code
check_constraints Man page Source code
check_data Man page Source code
check_gsmvar Man page Source code
check_null_data Man page Source code
check_pMd Man page Source code
check_parameters Man page Source code
check_same_means Man page Source code
cond_moment_plot Man page Source code
cond_moments Man page Source code
diag_Omegas Man page Source code
diagnostic_plot Man page Source code
dlogmultinorm Man page Source code
dlogmultistudent Man page Source code
fitGMVAR Man page Source code
fitGSMVAR Man page Source code
form_boldA Man page Source code
format_valuef Man page Source code
gdpdef Man page
get_IC Man page Source code
get_Sigmas Man page Source code
get_alpha_mt Man page Source code
get_boldA_eigens Man page Source code
get_foc Man page Source code
get_gradient Man page Source code
get_hessian Man page Source code
get_minval Man page Source code
get_omega_eigens Man page Source code
get_regime_autocovs Man page Source code
get_regime_autocovs_int Man page Source code
get_regime_means Man page Source code
get_regime_means_int Man page Source code
get_soc Man page Source code
get_test_Omega Man page Source code
get_unconstrained_structural_pars Man page Source code
get_varying_h Man page Source code
gmvar_to_gsmvar Man page Source code
gmvar_to_sgmvar Man page Source code
gmvarkit Man page
gsmvar_to_sgsmvar Man page Source code
in_paramspace Man page Source code
in_paramspace_int Man page Source code
is_stationary Man page Source code
iterate_more Man page Source code
logLik.gmvar Man page Source code
logLik.gsmvar Man page Source code
loglikelihood Man page Source code
loglikelihood_int Man page Source code
n_params Man page Source code
pick_Am Man page Source code
pick_Ami Man page Source code
pick_Omegas Man page Source code
pick_W Man page Source code
pick_allA Man page Source code
pick_all_phi0_A Man page Source code
pick_alphas Man page Source code
pick_df Man page Source code
pick_lambdas Man page Source code
pick_phi0 Man page Source code
pick_regime Man page Source code
plot.gfevd Man page Source code
plot.girf Man page Source code
plot.gmvar Man page Source code
plot.gmvarpred Man page Source code
plot.gsmvar Man page Source code
plot.gsmvarpred Man page Source code
plot.qrtest Man page Source code
predict.gsmvar Man page Source code
print.gfevd Man page Source code
print.girf Man page Source code
print.gmvar Man page Source code
print.gmvarpred Man page Source code
print.gmvarsum Man page Source code
print.gsmvar Man page Source code
print.gsmvarpred Man page Source code
print.gsmvarsum Man page Source code
print.qrtest Man page Source code
print_std_errors Man page Source code
profile_logliks Man page Source code
quantile_residual_tests Man page Source code
quantile_residuals Man page Source code
quantile_residuals_int Man page Source code
random_coefmats Man page Source code
random_coefmats2 Man page Source code
random_covmat Man page Source code
random_df Man page Source code
random_ind Man page Source code
random_ind2 Man page Source code
redecompose_Omegas Man page Source code
reform_constrained_pars Man page Source code
reform_data Man page Source code
reform_structural_pars Man page Source code
regime_distance Man page Source code
reorder_W_columns Man page Source code
residuals.gmvar Man page Source code
residuals.gsmvar Man page Source code
simulate.gsmvar Man page Source code
smart_covmat Man page Source code
smart_df Man page Source code
smart_ind Man page Source code
sort_W_and_lambdas Man page Source code
sort_and_standardize_alphas Man page Source code
sort_components Man page Source code
standard_errors Man page Source code
stmvar_to_gstmvar Man page Source code
stmvarpars_to_gstmvar Man page Source code
summary.gmvar Man page Source code
summary.gsmvar Man page Source code
swap_W_signs Man page Source code
swap_parametrization Man page Source code
unWvec Man page Source code
uncond_moments Man page Source code
uncond_moments_int Man page Source code
unvec Man page Source code
unvech Man page Source code
update_numtols Man page Source code
vec Man page Source code
vech Man page Source code
warn_df Man page Source code
warn_eigens Man page Source code
saviviro/gmvarkit documentation built on Oct. 13, 2021, 11:40 p.m.