BigVAR
Dimension Reduction Methods for Multivariate Time Series
Estimates VAR and VARX models with Structured Penalties.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.5 |
rolling linux/jammy R-4.5 | BigVAR_1.1.5.tar.gz |
1.1 MiB |
1.1.5 |
rolling linux/noble R-4.5 | BigVAR_1.1.5.tar.gz |
1.1 MiB |
1.1.5 |
rolling source/ R- | BigVAR_1.1.5.tar.gz |
611.4 KiB |
1.1.5 |
latest linux/jammy R-4.5 | BigVAR_1.1.5.tar.gz |
1.1 MiB |
1.1.5 |
latest linux/noble R-4.5 | BigVAR_1.1.5.tar.gz |
1.1 MiB |
1.1.5 |
latest source/ R- | BigVAR_1.1.5.tar.gz |
611.4 KiB |
1.1.5 |
2026-04-26 source/ R- | BigVAR_1.1.5.tar.gz |
611.4 KiB |
1.1.5 |
2026-04-23 source/ R- | BigVAR_1.1.5.tar.gz |
611.4 KiB |
1.1.5 |
2026-04-09 windows/windows R-4.5 | BigVAR_1.1.5.zip |
1.4 MiB |
1.1.2 |
2025-04-20 source/ R- | BigVAR_1.1.2.tar.gz |
627.1 KiB |