Man pages for zackfisher/multivar
Penalized Estimation of Multiple-Subject Vector Autoregressive (multi-VAR) Models

canonical.multivar-methodsCanonical VAR Fitting Function for multivar
constructModelConstruct an object of class multivar
cv.multivar-methodsCross Validation for multivar
dat_multivar_simSimulated multi-VAR data.
estimate_initial_coefsEstimate consistent first-stage coefficients
multivar-classmultivar object class
multivar-packagePenalized Estimation of Multiple Subject Vector...
multivar_simSimulate multivar data.
plot_resultsPlot data arising from cv.multivar.
plot_simPlot data arising from multivar_sim.
plot_transition_matPlot arbitrary transition matrix.
show-methodsDefault show method for an object of class multivar
tvp_simSimulate a time-varying VAR model.
zackfisher/multivar documentation built on Sept. 25, 2024, 3:16 a.m.