\name{varGuidTS-package}
\alias{varGuidTS-package}
\alias{varGuidTS}
\docType{package}
\title{varGuidTS: Variance-Guided Time-Series Modeling for Temporal Risk Detection}
\description{
Fits a balanced panel ARX-GARCHX model with subject-specific
intercepts, shared population coefficients, and joint L1
penalization on the conditional mean and variance. Provides an
exceedance-based risk score
\eqn{\pi_{s,t}(c) = P(Y_{s,t} > c \,|\, F_{t-1})} for personalized
temporal risk assessment from wearable-sensor and other high-frequency
panel time-series data.
}
\author{
Maintainer: Min Lu \email{luminwin@gmail.com}\cr
Authors: Zihao Wang, Min Lu
}
\references{
Tibshirani R. (1996). "Regression Shrinkage and Selection Via the Lasso."
\emph{Journal of the Royal Statistical Society: Series B}, 58(1), 267--288.
\doi{10.1111/j.2517-6161.1996.tb02080.x}

Bollerslev T. (1986). "Generalized Autoregressive Conditional Heteroskedasticity."
\emph{Journal of Econometrics}, 31(3), 307--327.
\doi{10.1016/0304-4076(86)90063-1}

Medeiros M. C. and Mendes E. F. (2016). "L1-Regularization of
High-Dimensional Time-Series Models with Non-Gaussian and Heteroskedastic
Errors." \emph{Journal of Econometrics}, 191(1), 255--271.
\doi{10.1016/j.jeconom.2015.10.011}
}
\seealso{
\code{\link{lmvt}}, \code{\link{predict.lmvt}},
\code{\link{summary.lmvt}}, \code{\link{simulate_scenario}}
}
\keyword{package}
