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-4.7)varlasso_0.0.1.zip(r-4.6)varlasso_0.0.1.zip(r-4.5)
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://nmfs-opensci.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/nwfsc-timeseries/varlasso/issues
bayesianmultivariate-timeseriestime-seriescpp
Last updated from:f5d2835faa. Checks:11 NOTE, 1 OK, 1 FAIL. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | NOTE | 314 | ||
| linux-devel-x86_64 | NOTE | 354 | ||
| source / vignettes | OK | 328 | ||
| linux-release-arm64 | NOTE | 304 | ||
| linux-release-x86_64 | NOTE | 352 | ||
| macos-release-arm64 | NOTE | 347 | ||
| macos-release-x86_64 | NOTE | 512 | ||
| macos-oldrel-arm64 | NOTE | 302 | ||
| macos-oldrel-x86_64 | NOTE | 478 | ||
| windows-devel | NOTE | 380 | ||
| windows-release | NOTE | 360 | ||
| windows-oldrel | NOTE | 365 | ||
| wasm-release | FAIL | 152 |
Exports:fit
Dependencies:abindbackportsBHcallrcheckmateclicpp11descdistributionalfarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglifecycleloomagrittrMASSmatrixStatsnumDerivotelpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6RColorBrewerRcppRcppEigenRcppParallelrlangrstanrstantoolsS7scalesStanHeaderstensorAtibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| The 'varlasso' package. | varlasso-package varlasso |
| Fit a varlasso model to multivariate time series data | fit |
