BigVAR

cranv1.1.5

Dimension Reduction Methods for Multivariate Time Series. Estimates VAR and VARX models with Structured Penalties.

License GPL (>= 2)0 versions1 maintainers10 deps246 weekly dl
wbnicholson/BigVAR
56
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safe to use

[email protected] is safe to use (health: 56/100)

Health breakdown0 – 100
25/25
maintenance
3/20
popularity
25/25
security
0/15
maturity
3/15
community
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0
none known

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First published · 2026-03-30 06:19:44

Last updated · 2026-03-30T04:40:14+00:00