Burn-in-Free Simulation and Analysis of Gaussian VARMA Models


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Documentation for package ‘varmapack’ version 0.1.1

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varmapack_autocov Sample autocovariances of an observed series
varmapack_cov2corr Convert covariances to correlations
varmapack_model Create a VARMA or VARMAX model
varmapack_testcase Create a VARMA testcase model
varmapack_testcases List named VARMA testcases