Estimates VAR and VARX models with Structured Penalties.
Version: 1.1.3 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: 2025-06-28 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 resultsRetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4