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AnieBee / 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

Closed Beliavsky closed 3 months ago

Beliavsky commented 3 months ago

vector-autoregression has about 100 hits, much more than for vector-autoregression-models