[R] CRAN package: update of 'vars' submitted
Pfaff, Bernhard Dr.
Bernhard_Pfaff at fra.invesco.com
Wed Aug 9 10:14:00 CEST 2006
Dear useR!
an updated version of package 'vars' has been shipped to CRAN lately.
Information on package 'vars':
==============================
Title: VAR Modelling
Version: 0.1.3
Date: 2006-07-27
Author: Bernhard Pfaff
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
Depends: R (>= 2.0.0), MASS, strucchange
Saveimage: yes
Description: Estimation, lag selection, diagnsotic testing,
forecasting, causality analysis, forecast error variance
decomposition and impulse response functions of VAR
models and estimation of SVAR models (A-model, B-model,
AB-model).
License: GPL 2 or newer
URL: http://www.pfaffikus.de
The package is shipped with a NAMESPACE and S3-classes/methods have been
employed.
It should be noted, that this package is still in its infancy, and more
features and functionalities are in the pipeline. Hence, I would
appreciate your feedback -- off list, adressed to the email adress in
the DESCRIPTION file.
Best,
Bernhard
Dr. Bernhard Pfaff
Global Structured Products Group
(Europe)
Invesco Asset Management Deutschland GmbH
Bleichstrasse 60-62
D-60313 Frankfurt am Main
Tel: +49(0)69 29807 230
Fax: +49(0)69 29807 178
Email: bernhard_pfaff at fra.invesco.com
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