quadVAR: Quadratic Vector Autoregression
Estimate quadratic vector autoregression models with the strong hierarchy using the Regularization Algorithm under Marginality Principle (RAMP) by Hao et al. (2018) <doi:10.1080/01621459.2016.1264956>, compare the performance with linear models, and construct networks with partial derivatives.
| Version: | 0.1.2 |
| Imports: | cli, dplyr, ggplot2, magrittr, ncvreg, qgraph, RAMP, rlang, shiny, shinythemes, stats, stringr, tibble, tidyr |
| Suggests: | nonlinearTseries, remotes, SIS, testthat (≥ 3.0.0) |
| Published: | 2025-02-11 |
| DOI: | 10.32614/CRAN.package.quadVAR |
| Author: | Jingmeng Cui 
[aut, cre] |
| Maintainer: | Jingmeng Cui <jingmeng.cui at outlook.com> |
| BugReports: | https://github.com/Sciurus365/quadVAR/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/Sciurus365/quadVAR, https://sciurus365.github.io/quadVAR/ |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| In views: | TimeSeries |
| CRAN checks: | quadVAR results |
Documentation:
| Reference manual: | quadVAR.html , quadVAR.pdf |
Downloads:
| Package source: | quadVAR_0.1.2.tar.gz |
| Windows binaries: | r-devel: quadVAR_0.1.2.zip, r-release: quadVAR_0.1.2.zip, r-oldrel: quadVAR_0.1.2.zip |
| macOS binaries: | r-release (arm64): quadVAR_0.1.2.tgz, r-oldrel (arm64): quadVAR_0.1.2.tgz, r-release (x86_64): quadVAR_0.1.2.tgz, r-oldrel (x86_64): quadVAR_0.1.2.tgz |
Linking:
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