Penalized Estimation of Multiple-Subject Vector Autoregressive (multi-VAR) Models


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Documentation for package ‘multivar’ version 1.1.0

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multivar-package Penalized Estimation of Multiple Subject Vector Autoregressive (multi-VAR) Models
canonical.multivar Canonical VAR Fitting Function for multivar
canonical.multivar-method Canonical VAR Fitting Function for multivar
constructModel Construct an object of class multivar
cv.multivar Cross Validation for multivar
cv.multivar-method Cross Validation for multivar
dat_multivar_sim Simulated multi-VAR data.
multivar Penalized Estimation of Multiple Subject Vector Autoregressive (multi-VAR) Models
multivar-class multivar object class
multivar_sim Simulate multivar data.
plot_results Plot data arising from cv.multivar.
plot_sim Plot data arising from multivar_sim.
plot_transition_mat Plot arbitrary transition matrix.
show-method Default show method for an object of class multivar
show.multivar Default show method for an object of class multivar