ClusterVAR: 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.

Version: 0.0.7
Imports: stats, utils, graphics, grDevices, fastDummies, MASS, mvtnorm, scales, foreach, parallel, doParallel, parabar, iterators
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2024-07-10
DOI: 10.32614/CRAN.package.ClusterVAR
Author: Anja Ernst [aut, cre], Jonas Haslbeck [aut]
Maintainer: Anja Ernst <a.f.ernst at>
License: GPL-2
NeedsCompilation: no
Materials: README NEWS
CRAN checks: ClusterVAR results


Reference manual: ClusterVAR.pdf


Package source: ClusterVAR_0.0.7.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): ClusterVAR_0.0.7.tgz, r-oldrel (arm64): ClusterVAR_0.0.7.tgz, r-release (x86_64): ClusterVAR_0.0.7.tgz, r-oldrel (x86_64): ClusterVAR_0.0.7.tgz
Old sources: ClusterVAR archive


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