The goal of starvars is to estimate a Vector Logistic Smooth Transition model in R. The package allows also the user to test non-linearity and determine common structural breaks in multivariate time series. Furthermore, realized covariances and their Cholesky decomposition may be obtained through a dedicated function.
You can install the released version of starvars from CRAN with:
install.packages("starvars")This is a basic example which shows you how to solve a common problem:
## basic example code
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