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Multivariate models for forecasting purposes
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Even faster code... but potentially less precise
#22
config-i1
closed
2 weeks ago
0
Switch to arma_cerr_stream<T>
#21
eddelbuettel
closed
1 year ago
3
ves function fails with colnames error if h=1
#20
BerriJ
closed
2 years ago
1
Eigenvalues and bounds
#19
config-i1
closed
2 years ago
0
Simulate method for VETS
#18
config-i1
opened
3 years ago
0
Develop methods for occurrence part of the model
#17
config-i1
opened
3 years ago
0
Fix prediction interevals for multiplicative models
#16
config-i1
closed
3 years ago
1
Make proper outlierdummy
#15
config-i1
opened
3 years ago
0
Auto vets initials
#14
config-i1
closed
3 years ago
0
Proper CF and logLik functions, similar to ADAM
#13
config-i1
closed
3 years ago
0
Implement model selection mechanism in VETS
#12
config-i1
closed
3 years ago
0
Multiple seasonal VES / VETS
#11
config-i1
opened
3 years ago
0
State space VARIMA
#10
config-i1
opened
3 years ago
0
oves(), ovets() - occurrence parts for ves() / vets()
#9
config-i1
opened
3 years ago
0
Prediction intervals for ves() and vets()
#8
config-i1
opened
3 years ago
1
Explanatory variables in ves() and vets()
#7
config-i1
opened
3 years ago
0
auto.ves()
#6
config-i1
opened
3 years ago
0
Develop default methods for ves and vets
#5
config-i1
closed
3 years ago
2
Update the likelihoods and the respective CF for VES and VETS and log Normal distribution
#4
config-i1
closed
3 years ago
1
Develop auto.vets() function
#3
config-i1
closed
3 years ago
0
Update and simplify the code of ves and vets
#2
config-i1
closed
3 years ago
1
Implement VETS-PIC
#1
config-i1
closed
3 years ago
0