Functions for simulating, estimating and forecasting stationary Vector Autoregressive (VAR) models for multiple subject data using the penalized multi-VAR framework in Fisher, Kim and Pipiras (2020) <doi:10.48550/arXiv.2007.05052>.
| Version: | 1.1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | methods, stats, utils,MASS,Rcpp (≥ 1.0.3),Matrix,ggplot2,vars,reshape2,glmnet |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | knitr,rmarkdown |
| Published: | 2022-05-27 |
| DOI: | 10.32614/CRAN.package.multivar |
| Author: | Zachary Fisher [aut, cre], Younghoon Kim [ctb], Vladas Pipiras [ctb] |
| Maintainer: | Zachary Fisher <fish.zachary at gmail.com> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | multivar results[issues need fixing before 2025-12-18] |