quadVAR
0.1.2Quadratic Vector Autoregression
Overview
Estimate quadratic vector autoregression models with the strong hierarchy using the Regularization Algorithm under Marginality Principle (RAMP) by Hao et al. (2018) doi:10.1080/01621459.2016.1264956, compare the performance with linear models, and construct networks with partial derivatives.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-05-1013 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 2 earlier snapshots
- WARNING2026-05-0912 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 99%
- Return-value docs
- 100%
- References docs
- 23%
Downloads
Repository
Releases over time
Repository practices
5 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/sciurus365/quadvar on 2026-08-09.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.2Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2025-02-11
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Download size
- 56 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("quadVAR")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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