bigtime (0.1.0)

0 users

Sparse Estimation of Large Time Series Models.

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, Bien and Matteson (2017) and Wilms, Basu, Bien and Matteson (2017) .

Maintainer: Ines Wilms
Author(s): Ines Wilms [cre, aut], David S. Matteson [aut], Jacob Bien [aut], Sumanta Basu [aut]

License: GPL (>= 2)

Uses: corrplot, lattice, MASS, Rcpp, zoo

Released about 2 years ago.



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of bigtime yet. Want to be the first? Write one now.

Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, cts, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr(20 best matches, based on common tags.)

Search for bigtime on google, google scholar, r-help, r-devel.

Visit bigtime on R Graphical Manual.