varmapack
Burn-in-Free Simulation and Analysis of Gaussian VARMA Models
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling linux/jammy R-4.5 | varmapack_0.1.1.tar.gz |
150.4 KiB |
0.1.1 |
rolling linux/noble R-4.5 | varmapack_0.1.1.tar.gz |
152.3 KiB |
0.1.1 |
rolling source/ R- | varmapack_0.1.1.tar.gz |
69.4 KiB |
0.1.1 |
latest linux/jammy R-4.5 | varmapack_0.1.1.tar.gz |
150.4 KiB |
0.1.1 |
latest linux/noble R-4.5 | varmapack_0.1.1.tar.gz |
152.3 KiB |
0.1.1 |
latest source/ R- | varmapack_0.1.1.tar.gz |
69.4 KiB |
0.1.1 |
2026-04-23 source/ R- | varmapack_0.1.1.tar.gz |
0 B |