Simulates Gaussian vector autoregressive-moving-average time-series models without a burn-in period by drawing startup shocks from their model-implied conditional distribution. Also provides model test cases, autocovariances, spectral radii, and impulse responses.
| Version: | 0.1.1 |
| Depends: | R (≥ 4.0.0) |
| Imports: | R6, randompack (≥ 0.1.10) |
| LinkingTo: | randompack |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-09-12 |
| DOI: | 10.32614/CRAN.package.varmapack (may not be active yet) |
| Author: | Kristján Jónasson [aut, cre] |
| Maintainer: | Kristján Jónasson <jonasson at hi.is> |
| BugReports: | https://github.com/jonasson2/varmapack/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/jonasson2/varmapack |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | varmapack results |
| Reference manual: | varmapack.html , varmapack.pdf |
| Vignettes: |
Getting Started with Varmapack (source, R code) Mathematical Description of Varmapack (source, R code) |
| Package source: | varmapack_0.1.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): varmapack_0.1.1.tgz, r-release (x86_64): varmapack_0.1.1.tgz, r-oldrel (x86_64): varmapack_0.1.1.tgz |
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