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.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

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

bayesian multivariate-timeseries time-series

3.00 score 2 stars 2 scripts 1 exports 53 dependencies

Last updated 2 years agofrom:f5d2835faa. Checks:OK: 1 NOTE: 8. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 11 2024
R-4.5-win-x86_64	NOTE	Nov 11 2024
R-4.5-linux-x86_64	NOTE	Nov 11 2024
R-4.4-win-x86_64	NOTE	Nov 11 2024
R-4.4-mac-x86_64	NOTE	Nov 11 2024
R-4.4-mac-aarch64	NOTE	Nov 11 2024
R-4.3-win-x86_64	NOTE	Nov 11 2024
R-4.3-mac-x86_64	NOTE	Nov 11 2024
R-4.3-mac-aarch64	NOTE	Nov 11 2024