Package: ClusterVAR 0.0.9

Anja Ernst

ClusterVAR: Fitting Latent Class Vector-Autoregressive (VAR) Models

Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.

Authors:Anja Ernst [aut, cre], Jonas Haslbeck [aut]

ClusterVAR_0.0.9.tar.gz
ClusterVAR_0.0.9.zip(r-4.5)ClusterVAR_0.0.9.zip(r-4.4)ClusterVAR_0.0.9.zip(r-4.3)
ClusterVAR_0.0.9.tgz(r-4.5-any)ClusterVAR_0.0.9.tgz(r-4.4-any)ClusterVAR_0.0.9.tgz(r-4.3-any)
ClusterVAR_0.0.9.tar.gz(r-4.5-noble)ClusterVAR_0.0.9.tar.gz(r-4.4-noble)
ClusterVAR_0.0.9.tgz(r-4.4-emscripten)ClusterVAR_0.0.9.tgz(r-4.3-emscripten)
ClusterVAR.pdf |ClusterVAR.html✨
ClusterVAR/json (API)
NEWS

# Install 'ClusterVAR' in R:

install.packages('ClusterVAR', repos = c('https://aniebee.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/aniebee/clustervar/issues

On CRAN:

clustering latent-class-model multivariate-timeseries time-series-analysis vector-autoregression vector-autoregression-models

4.88 score 2 stars 1 scripts 237 downloads 45 exports 38 dependencies

Last updated 3 months agofrom:2b73aa3eb1. Checks:9 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Mar 14 2025
R-4.5-win	OK	Mar 14 2025
R-4.5-mac	OK	Mar 14 2025
R-4.5-linux	OK	Mar 14 2025
R-4.4-win	OK	Mar 14 2025
R-4.4-mac	OK	Mar 14 2025
R-4.4-linux	OK	Mar 14 2025
R-4.3-win	OK	Mar 14 2025
R-4.3-mac	OK	Mar 14 2025

Exports:calculateA calculateB calculateBandWZero calculateBIC calculateCoefficientsForRandoAndRational calculateFYZ calculateIC calculateICL calculateLagList calculateNPara calculatePosterior calculateRatio calculateSigma calculateTau calculateU calculateW callCalculateCoefficientsForRandoAndRational callEMFuncs checkComponentsCollapsed checkConvergence checkLikelihoodsNA checkOutliers checkPosteriorsNA checkSingularitySigma checkVarianceY coef.ClusterVAR constraintsOnB createOutputList createX determineLagOrder DetPredSubj EMFunc EMInit InitPseudoRand InitRat LCVAR numberPredictableObservations plot.ClusterVAR plotHeat print.ClusterVAR print.ClusterVARCoef print.ClusterVARSummary print.PredictableObs reorderLags summary.ClusterVAR

Dependencies:callr cli codetools colorspace crayon data.table doParabar fansi farver fastDummies filelock foreach glue hms iterators labeling lifecycle magrittr MASS munsell mvtnorm parabar pillar pkgconfig prettyunits processx progress ps R6 RColorBrewer rlang scales stringi stringr tibble utf8 vctrs viridisLite

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Show coefficients of given Model	coef.ClusterVAR
Fitting Latent Class VAR Models	LCVAR
Determine the number of observations that can be predicted	numberPredictableObservations
Visualizing Model fit and information criteria	plot.ClusterVAR
Prints description of ClusterVAR objects	print.ClusterVAR
Overview of Parameters of given Model.	print.ClusterVARCoef
Print Summary of Models into Console.	print.ClusterVARSummary
Print Summary of predictable Observations into Console.	print.PredictableObs
Summary of ClusterVAR objects	summary.ClusterVAR