Package: varlasso 0.0.1
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:
varlasso_0.0.1.tar.gz
varlasso_0.0.1.zip(r-4.5)varlasso_0.0.1.zip(r-4.4)varlasso_0.0.1.zip(r-4.3)
varlasso_0.0.1.tgz(r-4.4-x86_64)varlasso_0.0.1.tgz(r-4.4-arm64)varlasso_0.0.1.tgz(r-4.3-x86_64)varlasso_0.0.1.tgz(r-4.3-arm64)
varlasso_0.0.1.tar.gz(r-4.5-noble)varlasso_0.0.1.tar.gz(r-4.4-noble)
varlasso.pdf |varlasso.html✨
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
bayesianmultivariate-timeseriestime-series
Last updated 2 years agofrom:f5d2835faa. Checks:OK: 1 NOTE: 8. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Aug 13 2024 |
R-4.5-win-x86_64 | NOTE | Aug 13 2024 |
R-4.5-linux-x86_64 | NOTE | Aug 13 2024 |
R-4.4-win-x86_64 | NOTE | Aug 13 2024 |
R-4.4-mac-x86_64 | NOTE | Aug 13 2024 |
R-4.4-mac-aarch64 | NOTE | Aug 13 2024 |
R-4.3-win-x86_64 | NOTE | Aug 13 2024 |
R-4.3-mac-x86_64 | NOTE | Aug 13 2024 |
R-4.3-mac-aarch64 | NOTE | Aug 13 2024 |
Exports:fit
Dependencies:abindbackportsBHcallrcheckmateclicolorspacedescdistributionalfansifarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglatticelifecycleloomagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6RColorBrewerRcppRcppEigenRcppParallelrlangrstanrstantoolsscalesStanHeaderstensorAtibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
Help page | Topics |
---|---|
The 'varlasso' package. | varlasso-package varlasso |
Fit a varlasso model to multivariate time series data | fit |