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quadVAR  

Quadratic Vector Autoregression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("quadVAR", "0.1.2")



Attach the package and use:
library("quadVAR")
Maintained by
Jingmeng Cui
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-02-11
Latest Update: 2025-02-11
Description:
Estimate quadratic vector autoregression models with the strong hierarchy using the Regularization Algorithm under Marginality Principle (RAMP) by Hao et al. (2018) <doi:10.1080/01621459.2016.1264956>, compare the performance with linear models, and construct networks with partial derivatives.
How to cite:
Jingmeng Cui (2025). quadVAR: Quadratic Vector Autoregression. R package version 0.1.2, https://cran.r-project.org/web/packages/quadVAR. Accessed 06 Mar. 2026.
Previous versions and publish date:
No previous versions
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View quadVAR citation profile
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Complete documentation for quadVAR
Functions, R codes and Examples using the quadVAR R package
Full quadVAR package functions and examples
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