Package: BigVAR
Type: Package
Title: Dimension Reduction Methods for Multivariate Time Series
Version: 1.1.4
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: 2025-11-03
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
LinkingTo: Rcpp, RcppArmadillo, RcppEigen
URL: https://github.com/wbnicholson/BigVAR
RoxygenNote: 7.1.2
Encoding: UTF-8
Suggests: knitr, rmarkdown, gridExtra, expm, MCS, quantmod (>= 0.4.28),
        codetools, attempt
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2025-11-03 23:50:58 UTC; will
Author: Will Nicholson [cre, aut],
  David Matteson [aut],
  Jacob Bien [aut]
Repository: CRAN
Date/Publication: 2025-11-04 08:30:10 UTC
Built: R 4.4.3; x86_64-w64-mingw32; 2025-12-24 03:06:42 UTC; windows
Archs: x64
