bigtime
Sparse Estimation of Large Time Series Models
v0.2.3
·
Aug 21, 2023
·
GPL (>= 2)
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, Wilms, Bien and Matteson (2020) <https://jmlr.org/papers/v21/19-777.html> and Wilms, Basu, Bien and Matteson (2021) <doi:10.1080/01621459.2021.1942013>.
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| 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 |
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r-devel-linux-x86_64-debian-gcc
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r-devel-linux-x86_64-fedora-clang
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r-devel-linux-x86_64-fedora-gcc
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r-devel-macos-arm64
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r-devel-windows-x86_64
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installed package size
installed size is 5.6Mb
sub-directories of 1Mb or more:
libs 4.6Mb
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r-oldrel-macos-x86_64
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
libs 4.6Mb
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r-oldrel-windows-x86_64
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r-patched-linux-x86_64
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r-release-linux-x86_64
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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 5.6Mb
sub-directories of 1Mb or more:
libs 4.6Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
libs 4.6Mb
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Version History
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0.2.3
Mar 9, 2026