Package: bigtime
Type: Package
Title: Sparse Estimation of Large Time Series Models
Version: 0.2.1
Authors@R: c(
    person("Ines", "Wilms", email = "i.wilms@maastrichtuniversity.nl", role = c("cre","aut")),
    person("David S.", "Matteson", email = "matteson@cornell.edu", role = "aut"),
    person("Jacob", "Bien", email = "jbien@usc.edu", role = "aut"),
    person("Sumanta", "Basu", email = "sumbose@cornell.edu", role = "aut"),
    person("Will", "Nicholson", email = "wbn8@cornell.edu", role = "aut"),
    person("Enrico", "Wegner", email = "e.wegner@student.maastrichtuniversity.nl", role = "aut"))
Maintainer: Ines Wilms <i.wilms@maastrichtuniversity.nl>
Description: 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>.
Depends: R (>= 3.5.0), methods
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Imports: Rcpp (>= 1.0.7), stats, utils, grDevices, graphics, corrplot,
        dplyr, ggplot2, tidyr, magrittr
SystemRequirements: C++11
LinkingTo: Rcpp, RcppArmadillo, RcppEigen
URL: https://github.com/ineswilms/bigtime
NeedsCompilation: yes
Packaged: 2021-08-09 13:48:20 UTC; inesw
Author: Ines Wilms [cre, aut],
  David S. Matteson [aut],
  Jacob Bien [aut],
  Sumanta Basu [aut],
  Will Nicholson [aut],
  Enrico Wegner [aut]
Repository: CRAN
Date/Publication: 2021-08-09 14:10:02 UTC
Built: R 4.1.1; aarch64-apple-darwin20; 2021-08-14 20:24:57 UTC; unix
Archs: bigtime.so.dSYM
