Other packages > Find by keyword >

multivar  

Penalized Estimation of Multiple-Subject Vector Autoregressive (Multi-VAR) Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("multivar", "1.3.0")



Attach the package and use:
library("multivar")
Maintained by
Zachary Fisher
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-07-01
Latest Update: 2022-05-27
Description:
Functions for simulating, estimating and forecasting stationary Vector Autoregressive (VAR) models for multiple subject data using the penalized multi-VAR framework in Fisher, Kim and Pipiras (2020) .
How to cite:
Zachary Fisher (2020). multivar: Penalized Estimation of Multiple-Subject Vector Autoregressive (Multi-VAR) Models. R package version 1.3.0, https://cran.r-project.org/web/packages/multivar. Accessed 05 Jun. 2026.
Previous versions and publish date:
0.0.1 (2020-07-01 17:00), 0.0.2 (2020-07-14 15:20), 1.0.0 (2022-01-05 04:50), 1.1.0 (2022-05-28 01:40), 1.3.0 (2026-03-18 00:50)
Other packages that cited multivar R package
View multivar citation profile
Other R packages that multivar depends, imports, suggests or enhances
Complete documentation for multivar
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

msm  
Multi-State Markov and Hidden Markov Models in Continuous Time
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
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  
crossurr  
Cross-Fitting for Doubly Robust Evaluation of High-Dimensional Surrogate Markers
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency  
envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  
ibb  
R Wrapper for Istanbul Municipality Open Data Portal
Call wrappers for Istanbul Metropolitan Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA