ts_VAR_t dataset

Synthetic Student's t VAR data with missing values

imputeFin package Read PDF manual

Maintainer: Daniel P. Palomar
License: GPL-3
Last published: 2021-02-20

About the dataset

Number of columns: 5
Class: list

Column names and types

Y:xtszoo
phi0:numeric
Phii:list
scatter:matrixarray
nu:numeric