Package: varlasso 0.0.1

Eric Ward

varlasso: Vector Autoregressive State Space Models With Shrinkage

The varlasso package uses Stan (mc-stan.org) to fit VAR state space models with optional shrinkage priors on B matrix elements (autoregression coefficients).

Authors:Eric Ward [aut, cre], Mark Scheuerell [ctb], Kristin Marshall [ctb]

varlasso_0.0.1.tar.gz
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varlasso_0.0.1.tgz(r-4.6-x86_64)varlasso_0.0.1.tgz(r-4.6-arm64)varlasso_0.0.1.tgz(r-4.5-x86_64)varlasso_0.0.1.tgz(r-4.5-arm64)
varlasso_0.0.1.tar.gz(r-4.7-arm64)varlasso_0.0.1.tar.gz(r-4.7-x86_64)varlasso_0.0.1.tar.gz(r-4.6-arm64)varlasso_0.0.1.tar.gz(r-4.6-x86_64)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
varlasso/json (API)

# Install 'varlasso' in R:

install.packages('varlasso', repos = c('https://atsa-es.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/nwfsc-timeseries/varlasso/issues

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

bayesian multivariate-timeseries time-series cpp

3.00 score 2 stars 2 scripts 1 exports 48 dependencies

Last updated from:f5d2835faa. Checks:11 NOTE, 1 OK, 1 FAIL. Indexed: yes.

Target	Result	Time
linux-devel-arm64	NOTE	325
linux-devel-x86_64	NOTE	360
source / vignettes	OK	284
linux-release-arm64	NOTE	321
linux-release-x86_64	NOTE	401
macos-release-arm64	NOTE	198
macos-release-x86_64	NOTE	736
macos-oldrel-arm64	NOTE	234
macos-oldrel-x86_64	NOTE	616
windows-devel	NOTE	465
windows-release	NOTE	413
windows-oldrel	NOTE	415
wasm-release	FAIL	155