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BigVAR

Dimension Reduction Methods for Multivariate Time Series

v1.1.4 · Nov 4, 2025 · GPL (>= 2)

Description

Estimates VAR and VARX models with Structured Penalties.

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CRAN Check Status

2 NOTE
12 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is 19.3Mb
  sub-directories of 1Mb or more:
    doc    1.0Mb
    libs  17.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 19.5Mb
  sub-directories of 1Mb or more:
    doc    1.0Mb
    libs  17.9Mb
OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 19.3Mb
  sub-directories of 1Mb or more:
    doc    1.0Mb
    libs  17.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 19.5Mb
  sub-directories of 1Mb or more:
    doc    1.0Mb
    libs  17.9Mb

Reverse Dependencies (2)

imports

Dependency Network

Dependencies Reverse dependencies lattice MASS zoo Rcpp abind VIRF frequencyConnectedness BigVAR

Version History

new 1.1.4 Mar 9, 2026