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Functions for simulating, estimating and forecasting stationary Vector Autoregressive (VAR) models for multiple subject data using the penalized multi-VAR framework in Fisher, Kim and Pipiras (2020) <doi:10.48550/arXiv.2007.05052>.
| Version: | 1.1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | methods, stats, utils, MASS, Rcpp (≥ 1.0.3), Matrix, ggplot2, vars, reshape2, glmnet |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown |
| Published: | 2022-05-27 |
| Author: | Zachary Fisher [aut, cre], Younghoon Kim [ctb], Vladas Pipiras [ctb] |
| Maintainer: | Zachary Fisher <fish.zachary at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | multivar results |
| Reference manual: | multivar.pdf |
| Vignettes: |
Getting Started with multi-VAR |
| Package source: | multivar_1.1.0.tar.gz |
| Windows binaries: | r-devel: multivar_1.1.0.zip, r-release: multivar_1.1.0.zip, r-oldrel: multivar_1.1.0.zip |
| macOS binaries: | r-release (arm64): multivar_1.1.0.tgz, r-oldrel (arm64): multivar_1.1.0.tgz, r-release (x86_64): multivar_1.1.0.tgz, r-oldrel (x86_64): multivar_1.1.0.tgz |
| Old sources: | multivar archive |
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