ClusterVAR: Fitting Latent Class Vector-Autoregressive (VAR) Models
Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.
Version:
0.0.8
Imports:
stats, utils, graphics, grDevices,
fastDummies,
MASS,
mvtnorm,
scales,
foreach, parallel,
doParallel,
parabar,
iterators
Published:
2024年12月09日
Author:
Anja Ernst [aut, cre],
Jonas Haslbeck [aut]
Maintainer:
Anja Ernst <a.f.ernst at rug.nl>
NeedsCompilation:
no
Documentation:
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