swMATH15485CRANMTSMaRDI QIDQ27373FDOQ27373
All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models
Last update: 11 April 2022
Copyright license: Artistic License 2.0
Software version identifier: 1.2.1
Official website: https://cran.r-project.org/web/packages/MTS/index.html
Source code repository: https://github.com/cran/MTS
Cited In (34)
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- pcdpca
- rmgarch
- dCovTS
- BigVAR
- PCA4TS
- freqdom
- ICtest
- An angle-based multivariate functional pseudo-depth for shape outlier detection
- Algorithm 878
- VARDetect
- mgarchBEKK
- Clustering and forecasting multiple functional time series
- BayesBEKK
- TSFEL
- multDM
- SLBDD
- BVAR
- mlmts
This page was built for software: MTS
