Skip to content

Dimension Reduction Methods for Multivariate Time Series

Notifications You must be signed in to change notification settings

FAForecasting/BigVAR

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

89 Commits
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

BigVAR

Tools for modeling sparse high-dimensional multivariate time series

For a demonstration of the package's capabilities, see the recently updated BigVAR Tutorial or the slightly out of date user guide available on Arxiv.

Note: This package utilizes C++11, so it requires a compiler with C++11 support (which should include most modern compilers) and a later version of R (version 3.1 is the oldest that I can confirm works).

To install the development version of BigVAR, after installing the devtools package, run the following commands

library(devtools)

install_github("wbnicholson/BigVAR/BigVAR")

The stable version is available on cran.

If you experience any bugs or have feature requests, contact me at wbn8@cornell.edu.

About

Dimension Reduction Methods for Multivariate Time Series

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • R 66.0%
  • C++ 34.0%