| Name : R-starvars
| |
| Version : 1.1.10
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.15.1
| Date : 2024-06-11 04:10:32
|
| Group : Development/Libraries/Other
| Source RPM : R-starvars-1.1.10-lp154.15.1.src.rpm
|
| Size : 0.36 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Vector Logistic Smooth Transition Models Estimation and Prediction
|
Description :
Allows the user to estimate a vector logistic smooth transition
autoregressive model via maximum log-likelihood or nonlinear least
squares. It further permits to test for linearity in the multivariate
framework against a vector logistic smooth transition autoregressive
model with a single transition variable. The estimation method is
discussed in Terasvirta and Yang (2014,
< doi:10.1108/S0731-9053(2013)0000031008>). Also, realized covariances
can be constructed from stock market prices or returns, as explained in
Andersen et al. (2001, < doi:10.1016/S0304-405X(01)00055-1>).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
