bigtime
Sparse Estimation of Large Time Series Models
Estimation of large Vector AutoRegressive (VAR), Vector AutoRegressive with Exogenous Variables X (VARX) and Vector AutoRegressive Moving Average (VARMA) Models with Structured Lasso Penalties, see Nicholson, Wilms, Bien and Matteson (2020) <https://jmlr.org/papers/v21/19-777.html> and Wilms, Basu, Bien and Matteson (2021) <doi:10.1080/01621459.2021.1942013>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.3 |
rolling linux/jammy R-4.5 | bigtime_0.2.3.tar.gz |
996.3 KiB |
0.2.3 |
rolling linux/noble R-4.5 | bigtime_0.2.3.tar.gz |
1002.3 KiB |
0.2.3 |
rolling source/ R- | bigtime_0.2.3.tar.gz |
724.6 KiB |
0.2.3 |
latest linux/jammy R-4.5 | bigtime_0.2.3.tar.gz |
996.3 KiB |
0.2.3 |
latest linux/noble R-4.5 | bigtime_0.2.3.tar.gz |
1002.3 KiB |
0.2.3 |
latest source/ R- | bigtime_0.2.3.tar.gz |
724.6 KiB |
0.2.3 |
2026-04-26 source/ R- | bigtime_0.2.3.tar.gz |
724.6 KiB |
0.2.3 |
2026-04-23 source/ R- | bigtime_0.2.3.tar.gz |
724.6 KiB |
0.2.3 |
2026-04-09 windows/windows R-4.5 | bigtime_0.2.3.zip |
1.3 MiB |
0.2.3 |
2025-04-20 source/ R- | bigtime_0.2.3.tar.gz |
724.6 KiB |