BigVAR
cranv1.1.5Dimension Reduction Methods for Multivariate Time Series. Estimates VAR and VARX models with Structured Penalties.
License GPL (>= 2)0 versions1 maintainers10 deps246 weekly dl
wbnicholson/BigVAR56
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curl https://depscope.dev/api/check/cran/BigVARFirst published · 2026-03-30 06:19:44
Last updated · 2026-03-30T04:40:14+00:00