Functions for simulating, estimating and forecasting Vector Autoregressive (VAR) models for multiple-subject data using structured penalization.
| Version: | 1.3.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | methods, stats, utils, MASS, Rcpp (≥ 1.0.3), Matrix, ggplot2, vars, reshape2, glmnet, igraph, viridis, scales |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2026-03-17 |
| DOI: | 10.32614/CRAN.package.multivar |
| Author: | Zachary Fisher [aut, cre], Christopher Crawford [aut], Younghoon Kim [ctb], Vladas Pipiras [ctb] |
| Maintainer: | Zachary Fisher <fish.zachary at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | multivar results |
| Reference manual: | multivar.html , multivar.pdf |
| Package source: | multivar_1.3.0.tar.gz |
| Windows binaries: | r-devel: multivar_1.3.0.zip, r-release: multivar_1.3.0.zip, r-oldrel: multivar_1.3.0.zip |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): multivar_1.3.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): multivar_1.3.0.tgz |
| Old sources: | multivar archive |
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