Package: bigtime
Type: Package
Title: Sparse Estimation of Large Time Series Models
Version: 0.1.0
Authors@R: c(
    person("Ines", "Wilms", email = "ines.wilms@kuleuven.be", role = c("cre","aut")),
    person("David S.", "Matteson", email = "matteson@cornell.edu", role = "aut"),
    person("Jacob", "Bien", email = "jbien@usc.edu", role = "aut"),
    person("Sumanta", "Basu", email = "sumbose@cornell.edu", role = "aut"))
Author: Ines Wilms [cre, aut],
  David S. Matteson [aut],
  Jacob Bien [aut],
  Sumanta Basu [aut]
Maintainer: Ines Wilms <ines.wilms@kuleuven.be>
Description: 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, Bien and Matteson (2017) <arXiv:1412.5250v2> and Wilms, Basu, Bien and Matteson (2017) <arXiv:1707.09208>.
Depends: R (>= 3.1.0), methods
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
Imports: MASS, zoo, lattice, Rcpp, stats, utils, grDevices, graphics,
        corrplot
SystemRequirements: C++11
LinkingTo: Rcpp, RcppArmadillo, RcppEigen
URL: http://github.com/ineswilms/bigtime
NeedsCompilation: yes
Packaged: 2017-11-09 15:25:19 UTC; u0070413
Repository: CRAN
Date/Publication: 2017-11-09 18:45:41 UTC
