Movatterモバイル変換


[0]ホーム

URL:


BigVAR: Dimension Reduction Methods for Multivariate Time Series

Estimates VAR and VARX models with Structured Penalties.

Version:1.1.4
Depends:R (≥ 3.5.0), methods,lattice
Imports:MASS,zoo,Rcpp, stats, utils, grDevices, graphics,abind
LinkingTo:Rcpp,RcppArmadillo,RcppEigen
Suggests:knitr,rmarkdown,gridExtra,expm,MCS,quantmod (≥ 0.4.28),codetools,attempt
Published:2025-11-04
DOI:10.32614/CRAN.package.BigVAR
Author:Will Nicholson [cre, aut], David Matteson [aut], Jacob Bien [aut]
Maintainer:Will Nicholson <wbn8 at cornell.edu>
License:GPL-2 |GPL-3 [expanded from: GPL (≥ 2)]
URL:https://github.com/wbnicholson/BigVAR
NeedsCompilation:yes
Materials:NEWS
In views:TimeSeries
CRAN checks:BigVAR results

Documentation:

Reference manual:BigVAR.html ,BigVAR.pdf
Vignettes:BigVAR: Tools for Modeling Sparse Vector Autoregressions with Exogenous Variables (source,R code)

Downloads:

Package source: BigVAR_1.1.4.tar.gz
Windows binaries: r-devel:BigVAR_1.1.4.zip, r-release:BigVAR_1.1.4.zip, r-oldrel:BigVAR_1.1.4.zip
macOS binaries: r-release (arm64):BigVAR_1.1.4.tgz, r-oldrel (arm64):BigVAR_1.1.4.tgz, r-release (x86_64):BigVAR_1.1.4.tgz, r-oldrel (x86_64):BigVAR_1.1.4.tgz
Old sources: BigVAR archive

Reverse dependencies:

Reverse imports:VIRF
Reverse suggests:frequencyConnectedness

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=BigVARto link to this page.


[8]ページ先頭

©2009-2025 Movatter.jp