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bigtime

Sparse Estimation of Large Time Series Models

v0.2.3 · Aug 21, 2023 · GPL (>= 2)

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>.

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CRAN Check Status

13 OK
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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-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
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 History

OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.6Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.7Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/bigtime.Rcheck/00install.out' for details.
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.6Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.7Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb
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  5.6Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.7Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb

Dependency Network

Dependencies Reverse dependencies Rcpp corrplot dplyr ggplot2 tidyr magrittr bigtime

Version History

6 tracked
new 0.2.3 Mar 10, 2026
updated 0.2.3 ← 0.2.2 diff Aug 20, 2023
updated 0.2.2 ← 0.2.1 diff Jul 15, 2023
updated 0.2.1 ← 0.2.0 diff Aug 8, 2021
updated 0.2.0 ← 0.1.0 diff Jun 24, 2021
new 0.1.0 Nov 8, 2017