Showing 1 of total 1 results (show query)
atsa-es
tvvarss:Time Varying Vector Autoregressive State Space Models
The tvvarss package uses Stan (mc-stan.org) to fit multi-site multivariate autoregressive (aka vector autoregressive) state space models with a time varying interaction matrix.
Maintained by Eric Ward. Last updated 3 years ago.
bayesianmultivariate-timeseriesstate-spacetime-seriescpp
10 stars 4.04 score 11 scripts