r-bigvar 1.1.4
Propagated dependencies: r-zoo@1.8-14 r-rcppeigen@0.3.4.0.2 r-rcpparmadillo@15.2.2-1 r-rcpp@1.1.0 r-mass@7.3-65 r-lattice@0.22-7 r-abind@1.4-8
Channel: guix-cran
Home page: https://github.com/wbnicholson/BigVAR
Licenses: GPL 2+
Synopsis: Dimension Reduction Methods for Multivariate Time Series
Description:
Estimates VAR and VARX models with Structured Penalties.
Total results: 1