No packages match
MIIVsem - Model Implied Instrumental Variable (MIIV) Estimation of Structural Equation Models
Functions for estimating structural equation models using instrumental variables.
Last updated
6.32 score 11 stars 2 dependents 32 scripts 451 downloadsmultivar - Penalized Estimation of Multiple-Subject Vector Autoregressive Models
Simulate, estimate, and forecast vector autoregressive (VAR) models for multiple-subject data using structured penalization. Decomposes dynamics into shared (common) and subject-specific (unique) components via adaptive LASSO with FISTA optimization. Supports cross-validation and extended BIC model selection and subgroup detection, and time-varying parameters.
Last updated
openblascppopenmp
2.36 score 1 stars 23 scripts 599 downloads