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", "1.1.10")



Attach the package and use:
library("starvars")
Maintained by
Andrea Bucci
[Scholar Profile | Author Map]
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 1.1.10, https://cran.r-project.org/web/packages/starvars. Accessed 10 May. 2025.
Previous versions and publish date:
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)
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
04/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/0105/0205/0305/0405/0505/0605/0705/0805/09Downloads for starvars02468101214161820222426TrendBars

Today's Hot Picks in Authors and Packages

specklestar  
Reduction of Speckle Data from BTA 6-m Telescope
A set of functions for obtaining positional parameters and magnitude difference between components o ...
Download / Learn more Package Citations See dependency  
hdpGLM  
Hierarchical Dirichlet Process Generalized Linear Models
Implementation of MCMC algorithms to estimate the Hierarchical Dirichlet Process Generalized Linear ...
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  
dataprep  
Efficient and Flexible Data Preprocessing Tools
Efficiently and flexibly preprocess data using a set of data filtering, deletion, and interpolation ...
Download / Learn more Package Citations See dependency  
distreg.vis  
Framework for the Visualization of Distributional Regression Models
Functions for visualizing distributional regression models fitted using the 'gamlss', 'bamlss' or 'b ...
Download / Learn more Package Citations See dependency  

24,205

R Packages

207,311

Dependencies

65,402

Author Associations

24,206

Publication Badges

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