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Overview

multivar is an R package for estimating sparse Vector Autoregressive (VAR) models for multiple subjects (units) simultaneously. The package is currently under development and will be updated with full functionality shortly. For more information see Fisher, Kim and Pipiras (2020).

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Version

Install

install.packages('multivar')

Monthly Downloads

58

Version

1.1.0

License

GPL (>= 2)

Maintainer

Zachary Fisher

Last Published

May 27th, 2022

Functions in multivar (1.1.0)

cv.multivar

Cross Validation for multivar
constructModel

Construct an object of class multivar
plot_transition_mat

Plot arbitrary transition matrix.
multivar-class

multivar object class
show.multivar

Default show method for an object of class multivar
canonical.multivar

Canonical VAR Fitting Function for multivar
multivar-package

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

Simulated multi-VAR data.
plot_sim

Plot data arising from multivar_sim.
multivar_sim

Simulate multivar data.
plot_results

Plot data arising from cv.multivar.