The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

starvars

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.

Installation

You can install the released version of starvars from CRAN with:

install.packages("starvars")

Example

This is a basic example which shows you how to solve a common problem:

## basic example code

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.