accuracy                Accuracy metric
bootstrapped_var        Bootstrap VAR
check_impulse_zero      Check Impulse Zero
check_is_var            Check is var
companion_var           Companion VAR
compute_forecasts       Computes forecasts for VARs
create_sparse_matrix    Create Sparse Matrix
decompose_pi            Decompose Pi VECM matrix
error_bands_irf         Error bands for IRF
fit_var                 Multivariate VAR estimation
fit_varx                Multivariate VARX estimation
fit_vecm                Multivariate VECM estimation
frob_norm               Frobenius norm of a matrix
impulse_response        Impulse Response Function
inform_crit             Computes information criteria for VARs
l1norm                  L1 matrix norm
l2norm                  L2 matrix norm
l_infty_norm            L-infinity matrix norm
max_norm                Max-norm of a matrix
multiplot               Multiplots with ggplot
plot_irf                IRF plot
plot_irf_grid           IRF grid plot
plot_matrix             Matrix plot
plot_var                Plot VARs
plot_vecm               Plot VECMs
simulate_var            VAR simulation
simulate_varx           VARX simulation
sparsevar               sparsevar: A package to estimate multivariate
                        time series models (such as VAR and VECM),
                        under the sparsity hypothesis.
spectral_norm           Spectral norm
spectral_radius         Spectral radius
test_granger            Test for Ganger Causality
transform_data          Transform data
true_negative_rate      True Negative Rate
true_positive_rate      True Positive Rate
var_enet                VAR ENET
var_mcp                 VAR MCP
var_scad                VAR SCAD
