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quadVAR

Quadratic Vector Autoregression

Estimate quadratic vector autoregression models with the strong hierarchy using the Regularization Algorithm under Marginality Principle (RAMP) by Hao et al. (2018) <doi:10.1080/01621459.2016.1264956>, compare the performance with linear models, and construct networks with partial derivatives.

Versions across snapshots

VersionRepositoryFileSize
0.1.2 rolling linux/jammy R-4.5 quadVAR_0.1.2.tar.gz 131.5 KiB
0.1.2 rolling linux/noble R-4.5 quadVAR_0.1.2.tar.gz 131.5 KiB
0.1.2 rolling source/ R- quadVAR_0.1.2.tar.gz 55.6 KiB
0.1.2 latest linux/jammy R-4.5 quadVAR_0.1.2.tar.gz 131.5 KiB
0.1.2 latest linux/noble R-4.5 quadVAR_0.1.2.tar.gz 131.5 KiB
0.1.2 latest source/ R- quadVAR_0.1.2.tar.gz 55.6 KiB
0.1.2 2026-04-26 source/ R- quadVAR_0.1.2.tar.gz 55.6 KiB
0.1.2 2026-04-23 source/ R- quadVAR_0.1.2.tar.gz 55.6 KiB
0.1.2 2026-04-09 windows/windows R-4.5 quadVAR_0.1.2.zip 135.2 KiB
0.1.2 2025-04-20 source/ R- quadVAR_0.1.2.tar.gz 55.6 KiB

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