BigVAR
Dimension Reduction Methods for Multivariate Time Series
Estimates VAR and VARX models with Structured Penalties.
- Version1.1.3
- R versionR (≥ 3.5.0)
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release06/28/2025
Documentation
Team
Will Nicholson
MaintainerShow author detailsInes Wilms
Jacob Bien
Show author detailsRolesAuthorDavid Matteson
Show author detailsRolesAuthor
Insights
Last 30 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.
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