Package: BigVAR
Type: Package
Title: Dimension Reduction Methods for Multivariate Time Series
Version: 1.1.1
Authors@R: c(
    person("Will", "Nicholson", email = "wbn8@cornell.edu", role = c("cre","aut")),
    person("David", "Matteson", email = "matteson@cornell.edu", role = "aut"),
    person("Jacob", "Bien", email = "bien@cornell.edu", role = "aut"))
Maintainer: Will Nicholson <wbn8@cornell.edu>
Date: 2022-10-01
Description: Estimates VAR and VARX models with Structured Penalties.
Depends: R (>= 3.5.0), methods, lattice
Imports: MASS, zoo, Rcpp, stats, utils, grDevices, graphics, abind
License: GPL (>=2)
LazyLoad: yes
SystemRequirements: C++11
LinkingTo: Rcpp, RcppArmadillo, RcppEigen
URL: https://github.com/wbnicholson/BigVAR
RoxygenNote: 7.1.2
Encoding: UTF-8
Suggests: knitr, rmarkdown, gridExtra, expm, MCS, quantmod, codetools
VignetteBuilder: knitr
Repository: https://wbnicholson.r-universe.dev
Date/Publication: 2025-05-21 03:14:31 UTC
RemoteUrl: https://github.com/wbnicholson/bigvar
RemoteRef: HEAD
RemoteSha: 33cf5f048dc036447c2dfc7299ad2fb23df937b6
RemoteSubdir: BigVAR
NeedsCompilation: yes
Packaged: 2026-07-06 06:02:02 UTC; root
Author: Will Nicholson [cre, aut],
  David Matteson [aut],
  Jacob Bien [aut]