Package: tvvarss 0.1.1

Eric Ward

tvvarss: Time Varying Vector Autoregressive State Space Models

The tvvarss package uses Stan (mc-stan.org) to fit multi-site multivariate autoregressive (aka vector autoregressive) state space models with a time varying interaction matrix.

Authors:Eric Ward [aut, cre], Mark Scheuerell [aut], Steve Katz [aut]

tvvarss_0.1.1.tar.gz
tvvarss_0.1.1.zip(r-4.7)tvvarss_0.1.1.zip(r-4.6)tvvarss_0.1.1.zip(r-4.5)
tvvarss_0.1.1.tgz(r-4.6-x86_64)tvvarss_0.1.1.tgz(r-4.6-arm64)tvvarss_0.1.1.tgz(r-4.5-x86_64)tvvarss_0.1.1.tgz(r-4.5-arm64)
tvvarss_0.1.1.tar.gz(r-4.7-arm64)tvvarss_0.1.1.tar.gz(r-4.7-x86_64)tvvarss_0.1.1.tar.gz(r-4.6-arm64)tvvarss_0.1.1.tar.gz(r-4.6-x86_64)
manual.pdf |manual.html
card.svg |card.png
tvvarss/json (API)

# Install 'tvvarss' in R:
install.packages('tvvarss', repos = c('https://atsa-es.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/atsa-es/tvvarss/issues

Pkgdown/docs site:https://atsa-es.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

bayesianmultivariate-timeseriesstate-spacetime-seriescpp

4.12 score 12 stars 11 scripts 3 exports 48 dependencies

Last updated from:31da937bf9. Checks:11 NOTE, 1 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64NOTE287
linux-devel-x86_64NOTE276
source / vignettesOK369
linux-release-arm64NOTE287
linux-release-x86_64NOTE275
macos-release-arm64NOTE157
macos-release-x86_64NOTE588
macos-oldrel-arm64NOTE219
macos-oldrel-x86_64NOTE613
windows-develNOTE303
windows-releaseNOTE299
windows-oldrelNOTE305
wasm-releaseFAIL160

Exports:sim2fitsimTVVARtvvarss

Dependencies:abindbackportsBHcallrcheckmateclicpp11descdistributionalfarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglifecycleloomagrittrMASSmatrixStatsnumDerivpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6RColorBrewerRcppRcppEigenRcppParallelrlangrstanrstantoolsS7scalesStanHeaderstensorAtibbleutf8vctrsviridisLitewithr

Introduction to using time varying vector autoregressive models (TVVARSS)

Rendered fromintro_tvvarss.Rmdusingknitr::rmarkdownon May 09 2026.

Last update: 2021-02-25
Started: 2021-02-25