Package: BigVAR
Type: Package
Title: Dimension Reduction Methods for Multivariate Time Series
Version: 1.1.0
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"),
	person("Ines", "Wilms", email = "i.wilms@maastrichtuniversity.nl", role = "aut"))
Maintainer: Will Nicholson <wbn8@cornell.edu>
Date: 2022-03-15
Description: Estimates VAR and VARX models with Structured Penalties using the methods developed by Nicholson et al (2017)<doi:10.1016/j.ijforecast.2017.01.003> and Nicholson et al (2020) <doi:10.48550/arXiv.1412.5250>.
Depends: R (>= 3.5.0), methods, lattice
Imports: MASS, zoo, Rcpp, stats, utils, grDevices, graphics, abind
License: GPL (>= 2)
LazyLoad: yes
SystemRequirements: C++11
LinkingTo: Rcpp, RcppArmadillo, RcppEigen
URL: https://github.com/wbnicholson/BigVAR
BugReports: https://github.com/wbnicholson/BigVAR/issues
RoxygenNote: 7.1.2
Encoding: UTF-8
Suggests: knitr, rmarkdown, gridExtra, expm, MCS, quantmod, codetools
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2022-03-21 15:35:02 UTC; will
Author: Will Nicholson [cre, aut],
  David Matteson [aut],
  Jacob Bien [aut],
  Ines Wilms [aut]
Repository: CRAN
Date/Publication: 2022-03-22 08:30:05 UTC
Built: R 4.0.5; x86_64-w64-mingw32; 2022-04-21 07:05:45 UTC; windows
Archs: i386, x64
