Other packages > Find by keyword >

sstvars  

Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sstvars", "1.2.2")



Attach the package and use:
library("sstvars")
Maintained by
Savi Virolainen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-05-27
Latest Update: 2025-06-19
Description:
Maximum likelihood estimation of smooth transition vector autoregressive models with various types of transition weight functions, conditional distributions, and identification methods. Constrained estimation with various types of constraints is available. Residual based model diagnostics, forecasting, simulations, and calculation of impulse response functions, generalized impulse response functions, and generalized forecast error variance decompositions. See Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>, Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>, Markku Lanne, Savi Virolainen (2024) <doi:10.48550/arXiv.2403.14216>, Savi Virolainen (2024) <doi:10.48550/arXiv.2404.19707>.
How to cite:
Savi Virolainen (2024). sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models. R package version 1.2.2, https://cran.r-project.org/web/packages/sstvars. Accessed 28 Aug. 2026.
Previous versions and publish date:
(2026-08-04 15:10), 1.0.0 (2024-05-27 19:50), 1.0.1 (2024-05-29 08:50), 1.1.0 (2024-11-29 16:40), 1.1.1 (2024-12-07 14:30), 1.1.2 (2025-01-08 06:00), 1.1.3 (2025-01-30 13:00), 1.1.4 (2025-02-27 16:20), 1.1.5 (2025-04-01 15:10), 1.1.6 (2025-04-08 14:30), 1.2.0 (2025-04-30 17:00), 1.2.1 (2025-06-19 17:30), 1.2.2 (2025-09-15 22:40), 1.2.3 (2026-01-26 19:00), 1.2.4 (2026-05-29 16:00)
Other packages that cited sstvars R package
View sstvars citation profile
Other R packages that sstvars depends, imports, suggests or enhances
Complete documentation for sstvars
Functions, R codes and Examples using the sstvars R package
Full sstvars package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

RGIFT  
Create Quizzes in GIFT Format
Implementation of some functions to create quizzes in the GIFT format. This format is used by sever ...
Download / Learn more Package Citations See dependency  
NPflow  
Bayesian Nonparametrics for Automatic Gating of Flow-Cytometry Data
Dirichlet process mixture of multivariate normal, skew normal or skew t-distributions modeling orie ...
Download / Learn more Package Citations See dependency  
shinyFeedback  
Display User Feedback in Shiny Apps
Easily display user feedback in Shiny apps. ...
Download / Learn more Package Citations See dependency  
survivalMPLdc  
Penalised Likelihood for Survival Analysis with Dependent Censoring
Fitting Cox proportional hazard model under dependent right censoring using copula and maximum penal ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
spatialCovariance  
Computation of Spatial Covariance Matrices for Data on Rectangles
Functions that compute the spatial covariance matrix for the matern and power classes of spatial mod ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

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