Other packages > Find by keyword >

varGuidTS  

Variance-Guided Time-Series Modeling for Temporal Risk Detection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("varGuidTS", "0.1.13")



Attach the package and use:
library("varGuidTS")
Maintained by
Min Lu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-05-28
Latest Update: 2026-05-28
Description:
Fits balanced-panel autoregressive models with conditional heteroscedasticity for temporal risk detection. The main estimator combines autoregressive exogenous mean modeling with GARCH-X variance modeling, subject-specific baseline terms, shared population coefficients, and L1 penalization for high-dimensional covariates. The package returns conditional mean and variance estimates, coefficient summaries, simulations, and exceedance-based risk scores defined as estimated conditional threshold-exceedance probabilities. The implementation builds on the lasso of Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>, generalized autoregressive conditional heteroscedasticity of Bollerslev (1986) <doi:10.1016/0304-4076(86)90063-1>, and L1-regularized high-dimensional time-series modeling of Medeiros and Mendes (2016) <doi:10.1016/j.jeconom.2015.10.011>.
How to cite:
Min Lu (2026). varGuidTS: Variance-Guided Time-Series Modeling for Temporal Risk Detection. R package version 0.1.13, https://cran.r-project.org/web/packages/varGuidTS. Accessed 25 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited varGuidTS R package
View varGuidTS citation profile
Other R packages that varGuidTS depends, imports, suggests or enhances
Complete documentation for varGuidTS
Functions, R codes and Examples using the varGuidTS R package
Full varGuidTS package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

CTT  
Classical Test Theory Functions
A collection of common test and item analyses from a classical test theory (CTT) framework. Analyses ...
Download / Learn more Package Citations See dependency  
guardianapi  
Access 'The Guardian' Newspaper Open Data API
Access to 'The Guardian' newspaper's open API , containing ...
Download / Learn more Package Citations See dependency  
fstcore  
R Bindings to the 'Fstlib' Library
The 'fstlib' library provides multithreaded serialization of compressed data frames using the 'fst' ...
Download / Learn more Package Citations See dependency  
RcmdrPlugin.aRnova  
R Commander Plug-in for Repeated-Measures ANOVA
R Commander plug-in for repeated-measures and mixed-design ('split-plot') ANOVA. It adds a new men ...
Download / Learn more Package Citations See dependency  
nlstools  
Tools for Nonlinear Regression Analysis
Several tools for assessing the quality of fit of a gaussian nonlinear model are provided. ...
Download / Learn more Package Citations See dependency  
imputeTS  
Time Series Missing Value Imputation
Imputation (replacement) of missing values in univariate time series. Offers several imputation fu ...
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