Other packages > Find by keyword >

starvars  

Vector Logistic Smooth Transition Models Estimation and Prediction
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("starvars", "1.1.11")



Attach the package and use:
library("starvars")
Maintained by
Andrea Bucci
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-04
Latest Update: 2022-01-17
Description:
Allows the user to estimate a vector logistic smooth transition autoregressive model via maximum log-likelihood or nonlinear least squares. It further permits to test for linearity in the multivariate framework against a vector logistic smooth transition autoregressive model with a single transition variable. The estimation method is discussed in Terasvirta and Yang (2014, <doi:10.1108/S0731-9053(2013)0000031008>). Also, realized covariances can be constructed from stock market prices or returns, as explained in Andersen et al. (2001, <doi:10.1016/S0304-405X(01)00055-1>).
How to cite:
Andrea Bucci (2020). starvars: Vector Logistic Smooth Transition Models Estimation and Prediction. R package version 1.1.11, https://cran.r-project.org/web/packages/starvars. Accessed 29 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:09), 0.1.7 (2020-05-04 16:40), 0.1.8 (2020-08-13 12:00), 1.1.1 (2020-09-17 13:50), 1.1.2 (2021-01-11 12:20), 1.1.5 (2021-09-13 17:30), 1.1.7 (2021-09-17 13:00), 1.1.8 (2021-10-29 10:30), 1.1.9 (2021-11-01 17:00), 1.1.10 (2022-01-17 22:40)
Other packages that cited starvars R package
View starvars citation profile
Other R packages that starvars depends, imports, suggests or enhances
Complete documentation for starvars
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

GEVcdn  
GEV Conditional Density Estimation Network
Implements a flexible nonlinear modelling framework for nonstationary generalized extreme value anal ...
Download / Learn more Package Citations See dependency  
binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
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  
fastRG  
Sample Generalized Random Dot Product Graphs in Linear Time
Samples generalized random product graphs, a generalization of a broad class of network models. Giv ...
Download / Learn more Package Citations See dependency  
personalized2part  
Two-Part Estimation of Treatment Rules for Semi-Continuous Data
Implements the methodology of Huling, Smith, and Chen (2020) , w ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

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