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
gmvarkit
View on CRAN: Click
here
Download and install gmvarkit package within the R console
Install from CRAN:
install.packages("gmvarkit")
Install from Github:
library("remotes")
install_github("cran/gmvarkit") Install by package version:
library("remotes")
install_version("gmvarkit", "2.2.1") Attach the package and use:
library("gmvarkit")
Maintained by
Savi Virolainen
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-07-28
Latest Update: 2025-06-19
Description:
Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t
mixture vector autoregressive models, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function and generalized
forecast error variance decomposition.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) ,
Savi Virolainen (forthcoming) ,
Savi Virolainen (2022) .
How to cite:
Savi Virolainen (2018). gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models. R package version 2.2.1, https://cran.r-project.org/web/packages/gmvarkit. Accessed 05 Jun. 2026.
Previous versions and publish date:
1.0.0 (2018-07-28 18:30), 1.0.1 (2018-08-13 16:10), 1.0.2 (2018-08-24 18:42), 1.0.3 (2018-09-22 13:10), 1.1.0 (2019-07-04 17:10), 1.1.1 (2019-08-28 17:40), 1.1.2 (2020-01-21 20:50), 1.1.3 (2020-03-12 18:00), 1.2.0 (2020-08-24 11:50), 1.2.1 (2020-08-28 13:00), 1.2.2 (2020-10-05 19:10), 1.2.3 (2020-11-03 11:30), 1.3.0 (2020-12-16 15:40), 1.3.1 (2020-12-16 23:30), 1.4.0 (2021-01-11 18:10), 1.4.1 (2021-01-27 17:00), 1.4.2 (2021-05-12 17:20), 1.5.0 (2021-09-17 14:40), 2.0.0 (2021-11-22 17:00), 2.0.1 (2021-12-14 19:50), 2.0.2 (2022-01-18 20:12), 2.0.3 (2022-04-20 14:32), 2.0.4 (2022-06-03 18:10), 2.0.5 (2022-08-19 19:30), 2.0.6 (2023-02-15 13:50), 2.0.7 (2023-06-09 16:00), 2.0.8 (2023-06-12 11:10), 2.0.10 (2023-08-19 13:22), 2.1.0 (2023-11-14 18:10), 2.1.1 (2024-01-22 15:00), 2.1.2 (2024-02-29 17:12), 2.1.3 (2024-12-04 15:20), 2.1.4 (2025-01-08 06:10), 2.2.0 (2025-06-19 17:50)
Other packages that cited gmvarkit R package
View gmvarkit citation profile
Other R packages that gmvarkit depends,
imports, suggests or enhances
Complete documentation for gmvarkit
Functions, R codes and Examples using
the gmvarkit R package
Some associated functions: GAfit . GFEVD . GIRF . GMVAR . GSMVAR . LR_test . Pearson_residuals . Rao_test . VAR_pcovmat . Wald_test . Wvec . add_data . all_pos_ints . alt_gmvar . alt_gsmvar . calc_gradient . change_parametrization . change_regime . check_constraints . check_data . check_gsmvar . check_null_data . check_pMd . check_parameters . check_same_means . cond_moment_plot . cond_moments . create_J_matrix . diag_Omegas . diagnostic_plot . dlogmultinorm . dlogmultistudent . estimate_sgsmvar . euromone . fitGMVAR . fitGSMVAR . form_boldA . format_valuef . gdpdef . get_IC . get_Sigmas . get_alpha_mt . get_boldA_eigens . get_minval . get_omega_eigens . get_regime_autocovs . get_regime_autocovs_int . get_regime_means . get_regime_means_int . get_symmetric_sqrt . get_test_Omega . get_unconstrained_structural_pars . get_varying_h . gmvar_to_gsmvar . gmvar_to_sgmvar . gmvarkit-package . gsmvar_to_sgsmvar . in_paramspace . in_paramspace_int . is_stationary . iterate_more . linear_IRF . loglikelihood . loglikelihood_int . mat_power . n_params . pick_Am . pick_Ami . pick_Omegas . pick_W . pick_allA . pick_all_phi0_A . pick_alphas . pick_df . pick_lambdas . pick_phi0 . pick_regime . plot.gmvarpred . plot.gsmvarpred . predict.gmvar . predict.gsmvar . print.gmvar . print.gmvarsum . print.gsmvarpred . print.gsmvarsum . print.hypotest . print_std_errors . profile_logliks . quantile_residual_tests . quantile_residuals . quantile_residuals_int . random_coefmats . random_coefmats2 . random_covmat . random_df . random_ind . random_ind2 . redecompose_Omegas . reform_constrained_pars . reform_data . reform_structural_pars . regime_distance . reorder_W_columns . simulate.gsmvar . simulateGMVAR . smart_covmat . smart_df . smart_ind . sort_W_and_lambdas . sort_and_standardize_alphas . sort_components . standard_errors . stmvar_to_gstmvar . stmvarpars_to_gstmvar . swap_W_signs . swap_parametrization . unWvec . uncond_moments . uncond_moments_int . unvec . unvech . update_numtols . usamon . usamone . vec . vech . warn_df . warn_eigens .
Some associated R codes: GIRFandGFEVD.R . GSMVARconstruction.R . MAINest.R . WaldAndLR.R . argumentChecks.R . backwardCompatibility.R . data.R . diagnosticPlot.R . generateParams.R . geneticAlgorithm.R . gmvarkit.R . linearIRF.R . loglikelihood.R . matcal.R . miscS3methods.R . morePlots.R . numericalDifferentiation.R . parameterReforms.R . pickParams.R . plotMethods.R . predictMethod.R . printMethods.R . quantileResidualTests.R . quantileResiduals.R . simulate.R . standardErrors.R . uncondMoments.R . Full gmvarkit package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
ibb
Call wrappers for Istanbul Metropolitan
Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Berk Orbay (view profile)
msm
Functions for fitting continuous-time Markov and hidden
Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Christopher Jackson (view profile)
envirem
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Pascal Title (view profile)
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
crossurr
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Denis Agniel (view profile)
27,268
R Packages
233,548
Dependencies
72,590
Author Associations
27,205
Publication Badges
