Man pages for svazzole/sparseVAR
A Package for Sparse VAR/VECM Estimation

accuracyAccuracy metric
bootstrappedVARBootstrap VAR
checkImpulseZeroCheck Impulse Zero
checkIsVarCheck is var
companionVARCompanion VAR
computeForecastsComputes forecasts for VARs
createSparseMatrixCreate Sparse Matrix
errorBandsIRFError bands for IRF
fitVARMultivariate VAR estimation
fitVARXMultivariate VARX estimation
fitVECMMultivariate VECM estimation
frobNormFroebenius norm of a matrix
impulseResponseImpulse Response Function
informCritComputes information criteria for VARs
l1normL1 matrix norm
l2normL2 matrix norm
lInftyNormL-infinity matrix norm
maxNormMax-norm of a matrix
mcSimulationsMonte Carlo simulations
multiplotMultiplots with ggplot
plotIRFIRF plot
plotIRFGridIRF grid plot
plotMatrixMatrix plot
plotVARPlot VARs
plotVECMPlot VECMs
simulateVARVAR simulation
simulateVARXVARX simulation
sparsevarsparsevar: A package to estimate multivariate time series...
spectralNormSpectral norm
spectralRadiusSpectral radius
testGrangerTest for Ganger Causality
transformDataTransorm data
varENETVAR ENET
varMCPVAR MCP
varSCADVAR SCAD
svazzole/sparseVAR documentation built on June 21, 2017, 4:26 p.m.