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mAr (version 1.2-0)
Multivariate AutoRegressive Analysis
Description
R functions for the estimation and eigen-decomposition of multivariate autoregressive models.
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Version
Version
1.2-0
1.1-2
1.1-1
1.0-3
1.0-2
1.0-1
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Install
install.packages('mAr')
Monthly Downloads
408
Version
1.2-0
License
GPL (>= 2)
Maintainer
S. Barbosa
Last Published
May 31st, 2022
Functions in mAr (1.2-0)
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mAr.eig
Eigendecomposition of m-variate AR(p) model
mAr.est
Estimation of multivariate AR(p) model
waves
Time series of ocean wave height measurements
mAr.sim
Simulation from a multivariate AR(p) model
mAr.pca
Multivariate autoregressive analysis in PCA space
pinkham
Lydia Pinkham Annual Advertising and Sales data
sparrows
Body measurements of sparrows