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Regularized Vector Autoregression (VAR) with ridge shrinkage, Minnesota prior, metrics, and walk-forward validation.
pip install regularized-var
PyPI declares 8 unique dependency rules for this release. Environment markers are shown when supplied by the project.
regularized-var publishes 1 wheel and 1 source archive for version 0.1.1. Wheel platform tags: any.
No version-specific Python classifiers are declared.
PyPI lists 2 releases with files. The first dated release is ; 2 releases fall within the 365 days preceding the latest dated release. The current release files were uploaded on . The preceding dated release was .