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 |