Package: BigVAR 1.1.1

BigVAR: Dimension Reduction Methods for Multivariate Time Series

Estimates VAR and VARX models with Structured Penalties.

Authors:Will Nicholson [cre, aut], David Matteson [aut], Jacob Bien [aut]

BigVAR_1.1.1.tar.gz
BigVAR_1.1.1.zip(r-4.7)BigVAR_1.1.1.zip(r-4.6)BigVAR_1.1.1.zip(r-4.5)
BigVAR_1.1.1.tgz(r-4.6-x86_64)BigVAR_1.1.1.tgz(r-4.6-arm64)BigVAR_1.1.1.tgz(r-4.5-x86_64)BigVAR_1.1.1.tgz(r-4.5-arm64)
BigVAR_1.1.1.tar.gz(r-4.7-arm64)BigVAR_1.1.1.tar.gz(r-4.7-x86_64)BigVAR_1.1.1.tar.gz(r-4.6-arm64)BigVAR_1.1.1.tar.gz(r-4.6-x86_64)
BigVAR_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
BigVAR/json (API)

# Install 'BigVAR' in R:
install.packages('BigVAR', repos = c('https://wbnicholson.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/wbnicholson/bigvar/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • A - Generator for Simulated Multivariate Time Series
  • Y - Simulated Multivariate Time Series

On CRAN:

Conda:

openblascpp

6.40 score 62 stars 1 packages 136 scripts 779 downloads 1 mentions 15 exports 7 dependencies

Last updated from:33cf5f048d. Checks:8 WARNING, 1 ERROR, 3 FAIL, 1 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64WARNING151
linux-devel-x86_64WARNING159
source / vignettesERROR217
linux-release-arm64WARNING162
linux-release-x86_64WARNING152
macos-release-arm64WARNING91
macos-release-x86_64WARNING288
macos-oldrel-arm64FAIL140
macos-oldrel-x86_64FAIL254
windows-develWARNING169
windows-releaseWARNING197
windows-oldrelFAIL71
wasm-releaseOK144

Exports:BigVAR.estBigVAR.fitcoefconstructModelcv.BigVARMultVarSimplotpredictPredictVARXshowSparsityPlot.BigVAR.resultsVarptoVar1MCVARXFitVARXForecastEvalVARXLagCons

Dependencies:abindlatticeMASSRcppRcppArmadilloRcppEigenzoo