Estimation of large Vector AutoRegressive (VAR), Vector AutoRegressive with Exogenous Variables X (VARX) and Vector AutoRegressive Moving Average (VARMA) Models with Structured Lasso Penalties, see Nicholson, Wilms, Bien and Matteson (2020) <https://jmlr.org/papers/v21/19-777.html> and Wilms, Basu, Bien and Matteson (2021) <doi:10.1080/01621459.2021.1942013>.
Version: 0.2.3 Depends: R (≥ 3.6.0), methods Imports: Rcpp (≥ 1.0.7), stats, utils, grDevices, graphics, corrplot, dplyr, ggplot2, tidyr, magrittr LinkingTo: Rcpp, RcppArmadillo, RcppEigen Published: 2023-08-21 DOI: 10.32614/CRAN.package.bigtime Author: Ines Wilms [cre, aut], David S. Matteson [aut], Jacob Bien [aut], Sumanta Basu [aut], Will Nicholson [aut], Enrico Wegner [aut] Maintainer: Ines Wilms <i.wilms at maastrichtuniversity.nl> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://github.com/ineswilms/bigtime NeedsCompilation: yes Materials: README NEWS In views: TimeSeries CRAN checks: bigtime results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=bigtime to link to this page.
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