[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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Confidentiality Note: The information contained in this mess...{{dropped}}



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