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.
The package provides functions to estimate Latent Class Vector Autoregressive (VAR) models and perform model selection.
Ernst, A. F., Albers, C. J., Jeronimus, B. F., & Timmerman, M. E. (2020). Inter-individual differences in multivariate time-series. European Journal of Psychological Assessment.
I suggest adding topics such as time-series-analysis, multivariate-time-series, vector-autoregression, cluster-analysis, r-package in the About section, as explained at https://docs.github.com/en/repositories/managing-your-repositorys-settings-and-features/customizing-your-repository/classifying-your-repository-with-topics
vector-autoregression has about 100 hits, much more than for vector-autoregression-models
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