Package index • fitVARMxID

Functions

FitVARMxID(): Fit the First-Order Vector Autoregressive Model by ID
LDL() InvLDL(): LDL' Decomposition of a Symmetric Positive-Definite Matrix
Softplus() InvSoftplus(): Softplus and Inverse Softplus Transformations

Methods

coef(<varmxid>): Parameter Estimates
converged(): Check Model Convergence
print(<varmxid>): Print Method for Object of Class varmxid
summary(<varmxid>): Summary Method for Object of Class varmxid
vcov(<varmxid>): Sampling Covariance Matrix of the Parameter Estimates