zackfisher/multivar: Penalized Estimation of Multiple-Subject Vector Autoregressive (multi-VAR) Models
Functions for simulating, estimating and forecasting stationary Vector Autoregressive (VAR) models for multiple subject data using the penalized multi-VAR framework in Fisher, Kim and Pipiras (2020) <arXiv:2007.05052>.
Getting started
Browse package contents
Package details |
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| Maintainer | Zachary Fisher <fish.zachary@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.2.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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