BigVAR
Dimension Reduction Methods for Multivariate Time Series
Estimates VAR and VARX models with Structured Penalties using the methods developed by Nicholson et al (2017)
- Version1.1.2
- R version≥ 3.5.0 methods,
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release01/09/2023
Documentation
Team
Will Nicholson
David Matteson
Show author detailsRolesAuthorJacob Bien
Show author detailsRolesAuthorInes Wilms
Show author detailsRolesAuthor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends2 packages
- Imports8 packages
- Suggests7 packages
- Linking To3 packages
- Reverse Imports1 package
- Reverse Suggests1 package