Files in zackfisher/multivar
Penalized Estimation of Multiple-Subject Vector Autoregressive (multi-VAR) Models
.DS_Store
.Rbuildignore
.gitattributes
.gitignore
DESCRIPTION
NAMESPACE
R/.DS_Store
R/RcppExports.R
R/breakup_transition.R
R/cv_admm.R
R/cv_blocked.R
R/cv_multivar.R
R/cv_rolling.R
R/data.R
R/est_base_weight_mat.R
R/est_base_weight_mat_old.R
R/estimate_initial_coefs.R
R/extract_results.R
R/fit_canonical_var.R
R/get_subgroups.R
R/lambda_grid.R
R/multivar.R
R/multivar.solver.R
R/multivarObjectClass.R
R/multivar_admm.R
R/multivar_bdiag.R
R/multivar_sim.R
R/plot_results.R
R/plot_sim.R
R/plot_transition_mat.R
R/setup_data.R
R/tvp_sim.R
R/var_forecast.R
R/var_sim.R
R/wlasso.R
README.md
data/dat_multivar_sim.rda
man/canonical.multivar-methods.Rd
man/constructModel.Rd
man/cv.multivar-methods.Rd
man/dat_multivar_sim.Rd
man/estimate_initial_coefs.Rd
man/multivar-class.Rd
man/multivar-package.Rd
man/multivar_sim.Rd
man/plot_results.Rd
man/plot_sim.Rd
man/plot_transition_mat.Rd
man/show-methods.Rd
man/tvp_sim.Rd
multivar.Rproj
src/.DS_Store
src/Makevars
src/Makevars.win
src/RcppExports-3b675977.o.tmp
src/RcppExports.cpp
src/RcppExports.o
src/multivar.cpp
src/multivar2.cpp
src/multivar_types.h
vignettes/.DS_Store
vignettes/multiVARExample.Rmd
vignettes/multiVARExample.Rmd.orig
vignettes/multiVARExample.html
vignettes/precompile.R
vignettes/unnamed-chunk-2-1.png
vignettes/unnamed-chunk-3-1.png
vignettes/unnamed-chunk-6-1.png
vignettes/unnamed-chunk-7-1.png
vignettes/unnamed-chunk-8-1.png
vignettes/unnamed-chunk-9-1.png
