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
| Version | Repository | File | Size |
|---|---|---|---|
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 |