Fit the Vector Autoregressive Model for Multiple Individuals


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Documentation for package ‘fitVARMxID’ version 1.0.5

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coef.varmxid Parameter Estimates
confint.varmxid Confidence Intervals for the Parameter Estimates
converged Check Model Convergence
converged.varmxid Check Model Convergence
FitVARMxID Fit the First-Order Vector Autoregressive Model by ID
FitVARMxIDSave Fit First-Order Vector Autoregressive Models by ID and Save Results
InvLDL LDL' Decomposition of a Symmetric Positive-Definite Matrix
InvSoftplus Softplus and Inverse Softplus Transformations
LDL LDL' Decomposition of a Symmetric Positive-Definite Matrix
plot.varmxid Plot Method for an Object of Class 'varmxid'
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