README.md
In zackfisher/multivar: Penalized Estimation of Multiple-Subject Vector Autoregressive (multi-VAR) Models
Overview
multivar is an R package for estimating sparse Vector Autoregressive (VAR) models for multiple subjects (units) simultaneously. The package is currently under development and will be updated with full functionality shortly. For more information see Fisher, Kim and Pipiras (2020).
zackfisher/multivar documentation built on Sept. 25, 2024, 3:16 a.m.
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Overview
multivar is an R package for estimating sparse Vector Autoregressive (VAR) models for multiple subjects (units) simultaneously. The package is currently under development and will be updated with full functionality shortly. For more information see Fisher, Kim and Pipiras (2020).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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