BigVAR

1.1.5

Dimension Reduction Methods for Multivariate Time Series

2packages depend

10.8Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Will NicholsonFirst published 2016-05-1812 releasesCRAN page ↗GitHub ↗

Estimates VAR and VARX models with Structured Penalties.

Install

R (CRAN)pak (dev)Ubuntu (r2u)openSUSE (OBS)

install.packages("BigVAR", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("wbnicholson/BigVAR")

Development version from wbnicholson/BigVAR. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-bigvar

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-BigVAR

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 5.7 min · r-devel-linux-x86_64-fedora-clang

Check history

OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-04-11
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-03-15
10 OK · 2 NOTE · 0 WARNING · 2 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

10.8K

CRAN downloads in the past year

Rank #4,130 · ~30/day · ~902/mo

BigVAR Releases R versions

Daily download trend is not available in this view yet.

58030 days

2.3K90 days

10.8K1 year

Compare downloads with other packages →

Also on957 r2u56 autocran89 c2d4u

Repository

GitHub ↗ wbnicholson/bigvar

62Stars

17Forks

22Open issues

1Open PRs

0Releases

139Commits

4Contributors

139 commits · Last activity 2025-05-21 · 0% stars, 30d

Repository practices

Upstream repositoryBeta

Checks run against github.com/wbnicholson/bigvar on 2026-07-19.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Depends (3)

R >= 3.5.0methodslattice

Imports (8)

MASSzoo RcppstatsutilsgrDevicesgraphicsabind

LinkingTo (3)

Rcpp RcppArmadillo RcppEigen

Suggests (9)

knitr rmarkdown gridExtra expm MCS quantmodcodetoolsattempt xts

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

VIRF frequencyConnectedness

Code & Tests

People & History

People (3)

Maintainer (1)

Will Nicholson

Maintainer, Author

Authors (3)

Will Nicholson

Maintainer, Author

Jacob Bien

Author

David Matteson

Author

Listed in earlier versions (14)

"Bien"

no longer listed · 1.0.3

"Matteson"

no longer listed · 1.0.3

"Nicholson"

no longer listed · 1.0.3

role = "aut")

no longer listed · 1.0.3

"aut"))

no longer listed · 1.0.3

role = "aut"))

no longer listed · 1.0.3

email = "bien@cornell.edu"

no longer listed · 1.0.3

email = "matteson@cornell.edu"

no longer listed · 1.0.3

Package Timeline

12 releases. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.1.5Latest
2026-03-30 · current release · diff ↗
1.1.4
2025-11-04 · diff ↗
1.1.3
2025-06-28 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
1.1.2
2023-01-09 · diff ↗
1.1.1
2022-10-02 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.1.0
2022-03-22 · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
1.0.6
2019-12-02 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.0.4
2019-01-22 · diff ↗

Show 7 earlier events

1.0.3
2018-07-22 · diff ↗
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
1.0.2
2017-04-03 · diff ↗
1.0.1
2016-05-25 · diff ↗
1.0
2016-05-18
R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2016-05-18
Total releases: 12 / 10 yrs
License: GPL (>= 2) OSI
Download size: 603 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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