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imputeFin
fit_VAR_t
fit_VAR_t function
Fit Student's t VAR model to time series with missing values and/or outliers
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imputeFin package
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Maintainer: Daniel P. Palomar
License: GPL-3
Last published: 2021-02-20
Useful links
https://github.com/dppalomar/imputeFin/issues
https://CRAN.R-project.org/package=imputeFin
https://github.com/dppalomar/imputeFin
https://www.danielppalomar.com
https://doi.org/10.1109/TSP.2019.2899816
https://doi.org/10.1109/TSP.2020.3033378