Fit the Vector Autoregressive Model for Multiple Individuals


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Documentation for package ‘fitVARMxID’ version 1.0.2

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coef.varmxid Parameter Estimates
converged Check Model Convergence
converged.varmxid Check Model Convergence
FitVARMxID Fit the First-Order Vector Autoregressive Model by ID
InvLDL LDL' Decomposition of a Symmetric Positive-Definite Matrix
InvSoftplus Softplus and Inverse Softplus Transformations
LDL LDL' Decomposition of a Symmetric Positive-Definite Matrix
print.varmxid Print Method for Object of Class 'varmxid'
Softplus Softplus and Inverse Softplus Transformations
summary.varmxid Summary Method for Object of Class 'varmxid'
vcov.varmxid Sampling Covariance Matrix of the Parameter Estimates