ClusterVAR: Fitting Latent Class Vector-Autoregressive (VAR) Models (original) (raw)
Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.
| Version: | 0.0.8 |
|---|---|
| Imports: | stats, utils, graphics, grDevices, fastDummies, MASS, mvtnorm, scales, foreach, parallel, doParallel, parabar, iterators |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2024-12-09 |
| DOI: | 10.32614/CRAN.package.ClusterVAR |
| Author: | Anja Ernst [aut, cre], Jonas Haslbeck [aut] |
| Maintainer: | Anja Ernst <a.f.ernst at rug.nl> |
| BugReports: | https://github.com/anieBee/ClusterVAR/issues |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Materials: | README, |
| CRAN checks: | ClusterVAR results |
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