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Simulates Gaussian vector autoregressive-moving-average time-series models without a burn-in period by drawing startup shocks from their model-implied conditional distribution. Also provides model test cases, autocovariances, spectral radii, and impulse responses.
| Version: | 0.1.1 |
| Depends: | R (≥ 4.0.0) |
| Imports: | R6, randompack (≥ 0.1.10) |
| LinkingTo: | randompack |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-09-12 |
| DOI: | 10.32614/CRAN.package.varmapack |
| Author: | Kristján Jónasson [aut, cre] |
| Maintainer: | Kristján Jónasson <jonasson at hi.is> |
| BugReports: | https://github.com/jonasson2/varmapack/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/jonasson2/varmapack |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| In views: | TimeSeries |
| CRAN checks: | varmapack results [issues need fixing before 2026-10-05] |
| Reference manual: | varmapack.html , varmapack.pdf |
| Vignettes: |
Getting Started with Varmapack (source, R code) Mathematical Description of Varmapack (source, R code) |
| Package source: | varmapack_0.1.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): varmapack_0.1.1.tgz, r-release (x86_64): varmapack_0.1.1.tgz, r-oldrel (x86_64): varmapack_0.1.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=varmapack to link to this page.
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.