Reference manual

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install.packages("VARDetect")

0.1.8 by Yue Bai, 6 months ago


Browse source code at https://github.com/cran/VARDetect


Authors: Yue Bai [aut, cre] , Peiliang Bai [aut] , Abolfazl Safikhani [aut] , George Michailidis [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports stats, MTS, igraph, pracma, graphics, mvtnorm, sparsevar, lattice, Rcpp

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


See at CRAN