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: |
0.0.6 |
| Imports: |
stats, utils, graphics, grDevices, fastDummies, MASS, mvtnorm, scales, foreach, parallel, doParallel, parabar, iterators |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2024-06-06 |
| DOI: |
10.32614/CRAN.package.ClusterVAR |
| Author: |
Anja Ernst [aut, cre],
Jonas Haslbeck [aut] |
| Maintainer: |
Anja Ernst <a.f.ernst at rug.nl> |
| BugReports: |
https://github.com/anieBee/ClusterVAR/issues |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
ClusterVAR results |