multivar
Penalized Estimation of Multiple-Subject Vector Autoregressive Models
Simulate, estimate, and forecast vector autoregressive (VAR) models for multiple-subject data using structured penalization. Decomposes dynamics into shared (common) and subject-specific (unique) components via adaptive LASSO with FISTA optimization. Supports cross-validation and extended BIC model selection and subgroup detection, and time-varying parameters.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.4.0 |
rolling linux/jammy R-4.5 | multivar_1.4.0.tar.gz |
748.2 KiB |
1.4.0 |
rolling linux/noble R-4.5 | multivar_1.4.0.tar.gz |
752.5 KiB |
1.4.0 |
rolling source/ R- | multivar_1.4.0.tar.gz |
6.2 MiB |
1.4.0 |
latest linux/jammy R-4.5 | multivar_1.4.0.tar.gz |
748.2 KiB |
1.4.0 |
latest linux/noble R-4.5 | multivar_1.4.0.tar.gz |
752.5 KiB |
1.4.0 |
latest source/ R- | multivar_1.4.0.tar.gz |
6.2 MiB |
1.4.0 |
2026-04-26 source/ R- | multivar_1.4.0.tar.gz |
6.2 MiB |
1.4.0 |
2026-04-23 source/ R- | multivar_1.4.0.tar.gz |
6.2 MiB |
1.4.0 |
2026-04-09 windows/windows R-4.5 | multivar_1.4.0.zip |
1.1 MiB |
1.1.0 |
2025-04-20 source/ R- | multivar_1.1.0.tar.gz |
391.1 KiB |