StVAR: Student's t Vector Autoregression (StVAR)

Estimation of multivariate Student's t dynamic regression models for a given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form.

Version: 1.1
Imports: ADGofTest, numDeriv, MCMCpack, matlab
Published: 2017-02-11
Author: Niraj Poudyal
Maintainer: Niraj Poudyal <nirajp6 at vt.edu>
License: GPL-2
NeedsCompilation: no
CRAN checks: StVAR results

Downloads:

Reference manual: StVAR.pdf
Package source: StVAR_1.1.tar.gz
Windows binaries: r-devel: StVAR_1.1.zip, r-release: StVAR_1.1.zip, r-oldrel: StVAR_1.1.zip
OS X El Capitan binaries: r-release: StVAR_1.1.tgz
OS X Mavericks binaries: r-oldrel: StVAR_1.1.tgz
Old sources: StVAR archive

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