Reference manual

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install.packages("BigVAR")

1.1.1 by Will Nicholson, 2 months 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

Linking to Rcpp, RcppArmadillo, RcppEigen

System requirements: C++11


Imported by VIRF.

Suggested by frequencyConnectedness.


See at CRAN