| multivar-package {multivar} | R Documentation |
Penalized Estimation of Multiple Subject Vector Autoregressive (multi-VAR) Models
Description
multivar is an R package for simulating, estimating and forecasting stationary Vector Autoregressive (VAR) models for multiple subject data using the penalized multi-VAR framework.
Author(s)
Maintainer: Zachary Fisher fish.zachary@gmail.com
Other contributors:
Younghoon Kim [contributor]
Vladas Pipiras [contributor]
[Package multivar version 1.1.0 Index]