Estimates VAR and VARX models with structured Lasso Penalties.
| Version: | 1.0.3 |
| Depends: | R (≥ 3.1.0), methods |
| Imports: | MASS, zoo, lattice, Rcpp, stats, utils, grDevices, graphics |
| LinkingTo: | Rcpp, RcppArmadillo, RcppEigen |
| Published: | 2018-07-22 |
| Author: | 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 at cornell.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.github.com/wbnicholson/BigVAR |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | BigVAR results |
| Reference manual: | BigVAR.pdf |
| Package source: | BigVAR_1.0.3.tar.gz |
| Windows binaries: | r-devel: BigVAR_1.0.3.zip, r-release: BigVAR_1.0.3.zip, r-oldrel: BigVAR_1.0.3.zip |
| OS X binaries: | r-release: BigVAR_1.0.3.tgz, r-oldrel: BigVAR_1.0.3.tgz |
| Old sources: | BigVAR archive |
| Reverse suggests: | frequencyConnectedness |
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