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Description

Fitting Latent Class Vector-Autoregressive (VAR) Models.

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.

R-package clusterVAR

The package provides functions to estimate Latent Class Vector Autoregressive (VAR) models and perform model selection.

Ernst, A. F., Albers, C. J., Jeronimus, B. F., & Timmerman, M. E. (2020). Inter-individual differences in multivariate time-series. European Journal of Psychological Assessment.

Metadata

Version

0.0.7

License

Unknown

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