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AnieBee
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ClusterVAR
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.
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Add topic `vector-autoregression`
#2
Beliavsky
closed
3 months ago
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Add topic tags
#1
Beliavsky
closed
3 months ago
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