canonical.multivar {multivar} | R Documentation |
Canonical VAR Fitting Function for multivar
Description
Canonical VAR Fitting Function for multivar
Usage
canonical.multivar(object)
Arguments
object |
multivar object built using |
Details
A function to fit a canonical VAR model to each individual dataset.
Value
A list of results.
See Also
Examples
# example 1 (run)
sim1 <- multivar_sim(
k = 2, # individuals
d = 5, # number of variables
n = 20, # number of timepoints
prop_fill_com = 0.1, # proportion of paths common
prop_fill_ind = 0.05, # proportion of paths unique
lb = 0.1, # lower bound on coefficient magnitude
ub = 0.5, # upper bound on coefficient magnitude
sigma = diag(5) # noise
)
model1 <- constructModel(data = sim1$data, weightest = "ols")
fit1 <- canonical.multivar(model1)
[Package multivar version 1.1.0 Index]