BigVAR
Dimension Reduction Methods for Multivariate Time Series
v1.1.5
·
Mar 29, 2026
·
GPL (>= 2)
Description
Estimates VAR and VARX models with Structured Penalties.
Downloads
633
Last 30 days
6102nd
2K
Last 90 days
10.1K
Last year
Trend: +13.2% (30d vs prior 30d)
CRAN Check Status
1
ERROR
2
NOTE
11
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | ERROR |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (3 non-OK)
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 19.3Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 17.7Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 19.4Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 17.8Mb
ERROR
r-oldrel-windows-x86_64
re-building of vignette outputs
Error(s) in re-building vignettes:
--- re-building 'BigVAR.Rmd' using rmarkdown
Quitting from BigVAR.Rmd:732-784 [unnamed-chunk-26]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
<error/rlang_error>
Error in `getSymbols.FRED()`:
! Unable to import "GDP".
cannot open the connection
---
Backtrace:
▆
1. └─quantmod::getSymbols("GDP", src = "FRED", type = "xts")
2. ├─base::do.call(...)
3. └─quantmod::getSymbols.FRED(...)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Error: processing vignette 'BigVAR.Rmd' failed with diagnostics:
Unable to import "GDP".
cannot open the connection
--- failed re-building 'BigVAR.Rmd'
SUMMARY: processing the following file failed:
'BigVAR.Rmd'
Error: Vignette re-building failed.
Execution halted
Check History
ERROR 10 OK · 2 NOTE · 0 WARNING · 2 ERROR · 0 FAILURE Mar 14, 2026
ERROR
r-devel-linux-x86_64-debian-gcc
re-building of vignette outputs
Error(s) in re-building vignettes: ... --- re-building ‘BigVAR.Rmd’ using rmarkdown Quitting from BigVAR.Rmd:732-784 [unnamed-chunk-26] ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ <error/rlang_error> Error in ` ...[truncated]... vignette 'BigVAR.Rmd' failed with diagnostics: Unable to import "GDP". cannot open the connection --- failed re-building ‘BigVAR.Rmd’ SUMMARY: processing the following file failed: ‘BigVAR.Rmd’ Error: Vignette re-building failed. Execution halted
ERROR
r-release-linux-x86_64
re-building of vignette outputs
Error(s) in re-building vignettes: ... --- re-building ‘BigVAR.Rmd’ using rmarkdown Quitting from BigVAR.Rmd:732-784 [unnamed-chunk-26] ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ <error/rlang_error> Error in ` ...[truncated]... vignette 'BigVAR.Rmd' failed with diagnostics: Unable to import "GDP". cannot open the connection --- failed re-building ‘BigVAR.Rmd’ SUMMARY: processing the following file failed: ‘BigVAR.Rmd’ Error: Vignette re-building failed. Execution halted
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 19.3Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 17.7Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 19.5Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 17.9Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 19.3Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 17.7Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 19.5Mb
sub-directories of 1Mb or more:
doc 1.0Mb
libs 17.9Mb
Reverse Dependencies (2)
imports
suggests
Dependency Network
Version History
new
1.1.4
Mar 10, 2026
new
1.0
May 17, 2016