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 |
| Reference manual: | BigVAR.html ,BigVAR.pdf |
| Vignettes: | BigVAR: Tools for Modeling Sparse Vector Autoregressions with Exogenous Variables (source,R code) |
| 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 imports: | VIRF |
| Reverse suggests: | frequencyConnectedness |
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