bigtime

0.2.3

Sparse Estimation of Large Time Series Models

0packages depend

5.3Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Ines WilmsFirst published 2017-11-095 releasesCRAN page ↗GitHub ↗

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.

Install

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

install.packages("bigtime", 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("ineswilms/bigtime")

Development version from ineswilms/bigtime. 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-bigtime

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

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-bigtime

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# 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-bigtime

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

Health

CRAN checks

13OK

Slowest check: 3.3 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

93%

Documentation · exports

Dependencies · direct

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

Documentation

READMEYes · 2,029 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 87%
Documented parameters: 99%
Return-value docs: 85%
References docs: 11%

Downloads

5.3K

CRAN downloads in the past year

Rank #9,635 · ~14/day · ~438/mo

Releases R versions

Daily download trend is not available in this view yet.

36130 days

1.2K90 days

5.3K1 year

Compare downloads with other packages →

Also on501 r2u69 autocran79 c2d4u

Repository

GitHub ↗ ineswilms/bigtime

32Stars

11Forks

1Open issues

1Open PRs

0Releases

183Commits

5Contributors

183 commits · Last activity 2023-08-21 · 0% stars, 30d

Stars over time

2025-05-23 · 312026-07-07 · 32

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/ineswilms/bigtime on 2026-07-19.

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

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

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (2)

R >= 3.6.0methods

Imports (10)

RcppstatsutilsgrDevicesgraphicscorrplot dplyr ggplot2 tidyr magrittr

LinkingTo (3)

Rcpp RcppArmadillo RcppEigen

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 3,074 (54%)C++ 1,410 (25%)Rd 1,221 (21%)

Code characteristics

Object systems

S314

Cyclomatic complexity: 2.5 median / 48 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

116 13 exported

Complexity

6.2 avg / 48 max

Call network

116 nodes / 105 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (6)

Maintainer (1)

Ines Wilms

Maintainer, Author

Authors (6)

Maintainer, Author

Author

Author

Author

Author · added in 0.2.0

Enrico Wegner

Author · added in 0.2.0

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.2.3Latest
2023-08-21 · current release · diff ↗
0.2.2
2023-07-16 · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
0.2.1
2021-08-09 · diff ↗
0.2.0
2021-06-25 · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
0.1.0
2017-11-09
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2017-11-09
Total releases: 5 / 9 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.6.0
Bundled data: 22 KB / 3 files
Download size: 719 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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