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ClusterVAR  

Fitting Latent Class Vector-Autoregressive (VAR) Models
View on CRAN: Click here


Download and install ClusterVAR package within the R console
Install from CRAN:
install.packages("ClusterVAR")

Install from Github:
library("remotes")
install_github("cran/ClusterVAR")

Install by package version:
library("remotes")
install_version("ClusterVAR", "0.0.8")



Attach the package and use:
library("ClusterVAR")
Maintained by
Anja Ernst
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-06-06
Latest Update: 2024-06-06
Description:
Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.
How to cite:
Anja Ernst (2024). ClusterVAR: Fitting Latent Class Vector-Autoregressive (VAR) Models. R package version 0.0.8, https://cran.r-project.org/web/packages/ClusterVAR. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.0.6 (2024-06-06 19:10), 0.0.7 (2024-07-10 14:10)
Other packages that cited ClusterVAR R package
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Complete documentation for ClusterVAR
Functions, R codes and Examples using the ClusterVAR R package
Full ClusterVAR package functions and examples
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