multivar-package | Penalized Estimation and Forecasting of Multiple Subject VAR Models |
fista_sparse | Estimate a Sparse Multiple-Subject Vector Autoregression (VAR) Model |
multivar | Penalized Estimation and Forecasting of Multiple Subject VAR Models |
var_forecast | Estimate h-step ahead forecasts based on the recovered transition matrix. |
var_sim | Simulate a stationary Vector Autoregressive (VAR) time series. |