The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
Simulate, estimate, and forecast vector autoregressive (VAR) models for multiple-subject data using structured penalization. Decomposes dynamics into shared (common) and subject-specific (unique) components via adaptive LASSO with FISTA optimization. Supports cross-validation and extended BIC model selection and subgroup detection, and time-varying parameters.
| Version: | 1.4.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | methods, stats, utils, MASS, Rcpp (≥ 1.0.3), Matrix, ggplot2, vars, reshape2, glmnet, igraph, viridis, scales |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2026-03-30 |
| DOI: | 10.32614/CRAN.package.multivar |
| Author: | Zachary Fisher [aut, cre], Christopher Crawford [aut], Younghoon Kim [ctb], Vladas Pipiras [ctb] |
| Maintainer: | Zachary Fisher <fish.zachary at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | multivar results |
| Reference manual: | multivar.html , multivar.pdf |
| Package source: | multivar_1.4.0.tar.gz |
| Windows binaries: | r-devel: multivar_1.4.0.zip, r-release: multivar_1.4.0.zip, r-oldrel: multivar_1.3.0.zip |
| macOS binaries: | r-release (arm64): multivar_1.4.0.tgz, r-oldrel (arm64): multivar_1.3.0.tgz, r-release (x86_64): multivar_1.4.0.tgz, r-oldrel (x86_64): multivar_1.4.0.tgz |
| Old sources: | multivar archive |
Please use the canonical form https://CRAN.R-project.org/package=multivar to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.