R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
VARshrink
View on CRAN: Click
here
Download and install VARshrink package within the R console
Install from CRAN:
install.packages("VARshrink")
Install from Github:
library("remotes")
install_github("cran/VARshrink") Install by package version:
library("remotes")
install_version("VARshrink", "0.3.3") Attach the package and use:
library("VARshrink")
Maintained by
Namgil Lee
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-10-09
Latest Update: 2019-10-09
Description:
Vector autoregressive (VAR) model is a fundamental and effective approach for multivariate time series analysis. Shrinkage estimation methods can be applied to high-dimensional VAR models with dimensionality greater than the number of observations, contrary to the standard ordinary least squares method. This package is an integrative package delivering nonparametric, parametric, and semiparametric methods in a unified and consistent manner, such as the multivariate ridge regression in Golub, Heath, and Wahba (1979) <doi:10.2307/1268518>, a James-Stein type nonparametric shrinkage method in Opgen-Rhein and Strimmer (2007) <doi:10.1186/1471-2105-8-S2-S3>, and Bayesian estimation methods using noninformative and informative priors in Lee, Choi, and S.-H. Kim (2016) <doi:10.1016/j.csda.2016.03.007> and Ni and Sun (2005) <doi:10.1198/073500104000000622>.
How to cite:
Namgil Lee (2019). VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models. R package version 0.3.3, https://cran.r-project.org/web/packages/VARshrink. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.3.1 (2019-10-09 17:10)
Other packages that cited VARshrink R package
View VARshrink citation profile
Other R packages that VARshrink depends,
imports, suggests or enhances
Complete documentation for VARshrink
Functions, R codes and Examples using
the VARshrink R package
Some associated functions: Acoef_sh . BQ_sh . Bcoef_sh . Phi.varshrinkest . VARshrink . arch.test_sh . calcSSE_Acoef . causality_sh . convPsi2varresult . createVARCoefs_ltriangular . fevd.varshrinkest . irf.varshrinkest . lm_ShVAR_KCV . lm_full_Bayes_SR . lm_multiv_ridge . lm_semi_Bayes_PCV . logLik.varshrinkest . normality.test_sh . predict.varshrinkest . print.varshrinkest . print.varshsum . restrict_sh . roots_sh . serial.test_sh . shrinkVARcoef . simVARmodel . stability_sh . summary.shrinklm . summary.varshrinkest .
Some associated R codes: Acoef_sh.R . BQ_sh.R . Bcoef_sh.R . Phi.varshrinkest.R . Psi.varshrinkest.R . VARshrink.R . arch.test_sh.R . calcSSE_Acoef.R . causality_sh.R . convPsi2varresult.R . createVARCoefs_ltriangular.R . fevd.varshrinkest.R . h_boot.R . h_fecov.R . h_irf.R . irf.varshrinkest.R . lm_ShVAR_KCV.R . lm_full_Bayes_SR.R . lm_multiv_ridge.R . lm_semi_Bayes_PCV.R . logLik.varshrinkest.R . normality.test_sh.R . plot.varshirf.R . predict.varshrinkest.R . print.varshrinkest.R . print.varshsum.R . restrict_sh.R . roots_sh.R . serial.test_sh.R . shrinkVARcoef.R . simVARmodel.R . stability_sh.R . summary.shrinklm.R . summary.varshrinkest.R . Full VARshrink package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
mlr3viz
Visualization package of the 'mlr3' ecosystem. It features plots
for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Marc Becker (view profile)
openxlsx
Simplifies the creation of Excel .xlsx files by providing a
high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jan Marvin Garbuszus (view profile)
EMVS
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Gemma Moran (view profile)
lbfgs
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Antonio Coppola (view profile)
solitude
Isolation forest is anomaly detection method introduced by the paper Isolation based Anomaly Detecti ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Komala Sheshachala Srikanth (view profile)
26,264
R Packages
223,360
Dependencies
70,244
Author Associations
26,265
Publication Badges
