Package: multivar
Title: Penalized Estimation of Multiple-Subject Vector Autoregressive
        Models
Version: 1.4.0
Authors@R: c(
    person("Zachary", "Fisher", email = "fish.zachary@gmail.com", role = c("aut", "cre")),
    person("Christopher", "Crawford", role = "aut"),
    person("Younghoon", "Kim", role = "ctb"),
    person("Vladas", "Pipiras", role = "ctb")
    )
Description: 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.
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
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
ByteCompile: true
RoxygenNote: 7.3.3
NeedsCompilation: yes
Packaged: 2026-10-15 10:52:14 UTC; root
Author: Zachary Fisher [aut, cre], Christopher Crawford [aut],
        Younghoon Kim [ctb], Vladas Pipiras [ctb]
Maintainer: Zachary Fisher <fish.zachary@gmail.com>
Config/pak/sysreqs: libglpk-dev libicu-dev libxml2-dev
Repository: https://zackfisher.r-universe.dev
Date/Publication: 2026-03-30 15:46:42 UTC
RemoteUrl: https://github.com/cran/multivar
RemoteRef: HEAD
RemoteSha: 27b4b491e6d87a0c7f1967237a3faeb4e3e2b128