Files in saviviro/gmvarkit
Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

.DS_Store
.Rbuildignore
.gitignore
CRAN-RELEASE
DESCRIPTION
MD5
NAMESPACE
NEWS.md
R/.DS_Store
R/GIRFandGFEVD.R R/GSMVARconstruction.R R/MAINest.R R/WaldAndLR.R R/argumentChecks.R R/backwardCompatibility.R R/data.R R/diagnosticPlot.R R/generateParams.R R/geneticAlgorithm.R R/gmvarkit.R R/linearIRF.R R/loglikelihood.R R/matcal.R R/miscS3methods.R R/morePlots.R R/numericalDifferentiation.R R/parameterReforms.R R/pickParams.R R/plotMethods.R R/predictMethod.R R/printMethods.R R/quantileResidualTests.R R/quantileResiduals.R R/simulate.R R/standardErrors.R R/uncondMoments.R README.Rmd README.md
build/.DS_Store
build/.Rapp.history
data/.DS_Store
data/euromone.rda
data/gdpdef.rda
data/usamon.rda
data/usamone.rda
gmvarkit.Rproj
man/GAfit.Rd man/GFEVD.Rd man/GIRF.Rd man/GMVAR.Rd man/GSMVAR.Rd man/LR_test.Rd man/Pearson_residuals.Rd man/Rao_test.Rd man/VAR_pcovmat.Rd man/Wald_test.Rd man/Wvec.Rd man/add_data.Rd man/all_pos_ints.Rd man/alt_gmvar.Rd man/alt_gsmvar.Rd man/calc_gradient.Rd man/change_parametrization.Rd man/change_regime.Rd man/check_constraints.Rd man/check_data.Rd man/check_gsmvar.Rd man/check_null_data.Rd man/check_pMd.Rd man/check_parameters.Rd man/check_same_means.Rd man/cond_moment_plot.Rd man/cond_moments.Rd man/create_J_matrix.Rd man/diag_Omegas.Rd man/diagnostic_plot.Rd man/dlogmultinorm.Rd man/dlogmultistudent.Rd man/estimate_sgsmvar.Rd man/euromone.Rd man/fitGMVAR.Rd man/fitGSMVAR.Rd man/form_boldA.Rd man/format_valuef.Rd man/gdpdef.Rd man/get_IC.Rd man/get_Sigmas.Rd man/get_alpha_mt.Rd man/get_boldA_eigens.Rd man/get_minval.Rd man/get_omega_eigens.Rd man/get_regime_autocovs.Rd man/get_regime_autocovs_int.Rd man/get_regime_means.Rd man/get_regime_means_int.Rd man/get_symmetric_sqrt.Rd man/get_test_Omega.Rd man/get_unconstrained_structural_pars.Rd man/get_varying_h.Rd man/gmvar_to_gsmvar.Rd man/gmvar_to_sgmvar.Rd man/gmvarkit-package.Rd man/gsmvar_to_sgsmvar.Rd man/in_paramspace.Rd man/in_paramspace_int.Rd man/is_stationary.Rd man/iterate_more.Rd man/linear_IRF.Rd man/loglikelihood.Rd man/loglikelihood_int.Rd man/mat_power.Rd man/n_params.Rd man/pick_Am.Rd man/pick_Ami.Rd man/pick_Omegas.Rd man/pick_W.Rd man/pick_allA.Rd man/pick_all_phi0_A.Rd man/pick_alphas.Rd man/pick_df.Rd man/pick_lambdas.Rd man/pick_phi0.Rd man/pick_regime.Rd man/plot.gmvarpred.Rd man/plot.gsmvarpred.Rd man/predict.gmvar.Rd man/predict.gsmvar.Rd man/print.gmvar.Rd man/print.gmvarsum.Rd man/print.gsmvarpred.Rd man/print.gsmvarsum.Rd man/print.hypotest.Rd man/print_std_errors.Rd man/profile_logliks.Rd man/quantile_residual_tests.Rd man/quantile_residuals.Rd man/quantile_residuals_int.Rd man/random_coefmats.Rd man/random_coefmats2.Rd man/random_covmat.Rd man/random_df.Rd man/random_ind.Rd man/random_ind2.Rd man/redecompose_Omegas.Rd man/reform_constrained_pars.Rd man/reform_data.Rd man/reform_structural_pars.Rd man/regime_distance.Rd man/reorder_W_columns.Rd man/simulate.gsmvar.Rd man/simulateGMVAR.Rd man/smart_covmat.Rd man/smart_df.Rd man/smart_ind.Rd man/sort_W_and_lambdas.Rd man/sort_and_standardize_alphas.Rd man/sort_components.Rd man/standard_errors.Rd man/stmvar_to_gstmvar.Rd man/stmvarpars_to_gstmvar.Rd man/swap_W_signs.Rd man/swap_parametrization.Rd man/unWvec.Rd man/uncond_moments.Rd man/uncond_moments_int.Rd man/unvec.Rd man/unvech.Rd man/update_numtols.Rd man/usamon.Rd man/usamone.Rd man/vec.Rd man/vech.Rd man/warn_df.Rd man/warn_eigens.Rd
tests/.DS_Store
tests/testthat.R
tests/testthat/.DS_Store
tests/testthat/test_GIRFandGFEVD.R tests/testthat/test_MAINest.R tests/testthat/test_S3methods.R tests/testthat/test_argumentChecks.R tests/testthat/test_generateParams.R tests/testthat/test_gsmvarConstruction.R tests/testthat/test_linearIRF.R tests/testthat/test_loglikelihood.R tests/testthat/test_matcal.R tests/testthat/test_numericalDifferentiation.R tests/testthat/test_parameterReforms.R tests/testthat/test_pickParams.R tests/testthat/test_quantileResidualTests.R tests/testthat/test_quantileResiduals.R tests/testthat/test_simulate.R tests/testthat/test_standardErrors.R tests/testthat/test_uncondMoments.R tests/testthat/test_waldAndLR.R
vignettes/.DS_Store
vignettes/figures/densityplot.png
vignettes/figures/predplot.png
vignettes/figures/proflogliks.png
vignettes/figures/seriesplot.png
vignettes/gmvarkit-vignette.Rnw
vignettes/gmvarkit-vignette.aux
vignettes/gmvarkit-vignette.bbl
vignettes/gmvarkit-vignette.log
vignettes/gmvarkit-vignette.pdf
vignettes/gmvarkit-vignette.tex
vignettes/refs.bib
saviviro/gmvarkit documentation built on March 8, 2024, 4:15 a.m.