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)[https://doi.org/10.1016%2Fj.ijforecast.2017.01.003] and Nicholson et al (2020) [https://doi.org/10.48550%2FarXiv.1412.5250].
- Version1.1.2
- R version≥ 3.5.0 methods,
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release01/09/2023
Documentation
Team
Will Nicholson
Ines Wilms
Show author detailsRolesAuthorJacob Bien
Show author detailsRolesAuthorDavid Matteson
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 539 times in the last 30 days. Not bad! The download count is somewhere between 'small-town buzz' and 'moderate academic conference'. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 6,514 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Jul 21, 2024 with 142 downloads.
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
- Depends1 package
- Imports4 packages
- Suggests7 packages
- Linking To3 packages
- Reverse Imports1 package
- Reverse Suggests1 package