ECTSVR: Cointegration Based Support Vector Regression Model

The cointegration based support vector regression model enables researchers to use data obtained from the cointegrating vector as input in the support vector regression model.

Version: 0.1.0
Depends: R (≥ 3.3.0), urca, vars, WeightSVM
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2023-08-28
Author: Pankaj Das [aut, cre] (<https://orcid.org/0000-0003-1672-2502>)
Maintainer: Pankaj Das <pankaj.das2 at icar.gov.in>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: ECTSVR results

Documentation:

Reference manual: ECTSVR.pdf
Vignettes: ECTSVR

Downloads:

Package source: ECTSVR_0.1.0.tar.gz
Windows binaries: r-devel: ECTSVR_0.1.0.zip, r-release: ECTSVR_0.1.0.zip, r-oldrel: ECTSVR_0.1.0.zip
macOS binaries: r-release (arm64): ECTSVR_0.1.0.tgz, r-oldrel (arm64): ECTSVR_0.1.0.tgz, r-release (x86_64): ECTSVR_0.1.0.tgz

Linking:

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