CRAN

gmvarkit 1.0.3

Estimate Gaussian Mixture Vector Autoregressive Model

Released Sep 22, 2018 by Savi Virolainen

This package can be loaded by Renjin but all tests failed.

Dependencies

Brobdingnag 1.2-6 mvnfast 0.2.5 pbapply 1.3-4

Maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics, forecasting and simulations. Applying general linear constraints to the autoregressive parameters is supported. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>gmvarkit</artifactId>
    <version>1.0.3-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:gmvarkit')

Test Results

This package was last tested against Renjin 0.9.2692 on Oct 21, 2018.

Source

R

View GitHub Mirror

Release History