To cite package ‘BigVAR’ in publications use:

Nicholson W, Matteson D, Bien J (2025). BigVAR: Dimension Reduction Methods for Multivariate Time Series. R package version 1.1.1, https://github.com/wbnicholson/bigvar.

Corresponding BibTeX entry:

  @Manual{,
    title = {BigVAR: Dimension Reduction Methods for Multivariate Time
      Series},
    author = {Will Nicholson and David Matteson and Jacob Bien},
    year = {2025},
    note = {R package version 1.1.1},
    url = {https://github.com/wbnicholson/bigvar},
  }