Reference manual

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install.packages("BigVAR")

1.1.3 by Will Nicholson, 6 days ago


https://github.com/wbnicholson/BigVAR


Browse source code at https://github.com/cran/BigVAR


Authors: Will Nicholson [cre, aut] , David Matteson [aut] , Jacob Bien [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, zoo, Rcpp, stats, utils, grDevices, graphics, abind

Depends on methods, lattice

Suggests knitr, rmarkdown, gridExtra, expm, MCS, quantmod, codetools, attempt

Linking to Rcpp, RcppArmadillo, RcppEigen


Imported by VIRF.

Suggested by frequencyConnectedness.


See at CRAN