# starvars

The goal of starvars is to estimate a Vector Logistic Smooth Transition model in R. The package allows also the user to test non-linearity and determine common structural breaks in multivariate time series. Furthermore, realized covariances and their Cholesky decomposition may be obtained through a dedicated function.

## Installation

You can install the released version of starvars from CRAN with:

`install.packages("starvars")`

## Example

This is a basic example which shows you how to solve a common problem: