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ClusterVAR

Fitting Latent Class Vector-Autoregressive (VAR) Models

v0.0.8 · Dec 9, 2024 · GPL-2

Description

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.

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Dependency Network

Dependencies Reverse dependencies fastDummies MASS mvtnorm scales foreach doParallel parabar iterators ClusterVAR

Version History

4 tracked
new 0.0.8 Mar 10, 2026
updated 0.0.8 ← 0.0.7 diff Dec 8, 2024
updated 0.0.7 ← 0.0.6 diff Jul 9, 2024
new 0.0.6 Jun 5, 2024