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Last data update: 2014.03.03
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R Release (3.2.3)
CranContrib
BioConductor
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Results 1 - 4 of 4 found.
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mAr.eig
(Package: mAr) :
Eigendecomposition of m-variate AR(p) model
Eigen-decomposition of the estimated matrix of autoregressive coefficients from an m-variate AR(p) model
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: mAr.eig
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0 images
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mAr.est
(Package: mAr) :
Estimation of multivariate AR(p) model
Stepwise least-squares estimation of a multivariate AR(p) model based on the algorithm of Neumaier and Schneider (2001).
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: mAr.est
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0 images
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mAr.pca
(Package: mAr) :
Multivariate autoregressive analysis in PCA space
Estimation of m-variate AR(p) model in reduced PCA space (for dimensionality reduction) and eigen-decomposition of augmented coefficient matrix
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: mAr.pca
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0 images
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mAr.sim
(Package: mAr) :
Simulation from a multivariate AR(p) model
Simulation from an m-variate AR(p) model
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: mAr.sim
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0 images
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