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1.1.3 by Will Nicholson, 18 days ago

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https://github.com/wbnicholson/BigVAR

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

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

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Documentation:   PDF Manual  

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GPL (>= 2) license

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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

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Suggested by frequencyConnectedness.

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See at CRAN