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
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tvvarss.pdf |tvvarss.html✨
tvvarss/json (API)

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

Peer review:

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

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

On CRAN:

bayesianmultivariate-timeseriesstate-spacetime-series

4.04 score 10 stars 11 scripts 3 exports 53 dependencies

Last updated 3 years agofrom:31da937bf9. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 30 2024
R-4.5-win-x86_64NOTESep 30 2024
R-4.5-linux-x86_64NOTESep 30 2024
R-4.4-win-x86_64NOTESep 30 2024
R-4.4-mac-x86_64NOTESep 30 2024
R-4.4-mac-aarch64NOTESep 30 2024
R-4.3-win-x86_64NOTESep 30 2024
R-4.3-mac-x86_64NOTESep 30 2024
R-4.3-mac-aarch64NOTESep 30 2024

Exports:sim2fitsimTVVARtvvarss

Dependencies:abindbackportsBHcallrcheckmateclicolorspacedescdistributionalfansifarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglatticelifecycleloomagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6RColorBrewerRcppRcppEigenRcppParallelrlangrstanrstantoolsscalesStanHeaderstensorAtibbleutf8vctrsviridisLitewithr

Introduction to using time varying vector autoregressive models (TVVARSS)

Eric Ward, Mark Scheuerell, Steve Katz

Rendered fromintro_tvvarss.Rmdusingknitr::rmarkdownon Sep 30 2024.

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