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-x86_64)varlasso_0.0.1.zip(r-4.7-arm64)varlasso_0.0.1.zip(r-4.6-x86_64)varlasso_0.0.1.zip(r-4.6-arm64)varlasso_0.0.1.zip(r-4.5-x86_64)
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)
varlasso_0.0.1.tgz(r-4.6-emscripten)
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-seriesonetbbcpp
Last updated from:f5d2835faa. Checks:13 NOTE, 2 OK. Indexed: no.
The latest version of this package failed to build. Look at thebuild logs for more information.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | NOTE | 309 | ||
| linux-devel-x86_64 | NOTE | 356 | ||
| source / vignettes | OK | 348 | ||
| linux-release-arm64 | NOTE | 319 | ||
| linux-release-x86_64 | NOTE | 364 | ||
| macos-release-arm64 | NOTE | 397 | ||
| macos-release-x86_64 | NOTE | 512 | ||
| macos-oldrel-arm64 | NOTE | 352 | ||
| macos-oldrel-x86_64 | NOTE | 580 | ||
| windows-devel-arm64 | NOTE | 389 | ||
| windows-devel-x86_64 | NOTE | 418 | ||
| windows-release-arm64 | NOTE | 388 | ||
| windows-release-x86_64 | NOTE | 438 | ||
| windows-oldrel-x86_64 | NOTE | 395 | ||
| wasm-release | OK | 204 |
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 |
