Files in ineswilms/bigtime
Sparse Estimation of Large Time Series Models
.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
NEWS.md
R/RcppExports.R
R/RtoC.R
R/bigtime.R
R/dataexample.R
R/diagnostics.R
R/directforecast.R
R/hvar.R
R/hvaralgorithms.R
R/hvarx.R
R/information_criteria.R
R/lagmatrix.R
R/plot_cv.R
R/recursiveforecast.R
R/simVAR.R
R/utils-pipe.R
R/varma.R
README.Rmd
README.md
bigtime.Rproj
data/var.example.rda
data/varma.example.rda
data/varx.example.rda
man/X.varx.Rd
man/Y.var.Rd
man/Y.varma.Rd
man/Y.varx.Rd
man/bigtime.Rd
man/create_rand_coef_mat.Rd
man/diagnostics_plot.Rd
man/diagnostics_plot.bigtime.VAR.Rd
man/diagnostics_plot.bigtime.VARMA.Rd
man/diagnostics_plot.bigtime.VARX.Rd
man/directforecast.Rd
man/dot-diagnostics_plot.Rd
man/dot-get_ic_vals.Rd
man/dot-recursiveforecast.Rd
man/figures/README-unnamed-chunk-1-1.png
man/figures/README-unnamed-chunk-1-2.png
man/figures/README-unnamed-chunk-10-1.png
man/figures/README-unnamed-chunk-10-2.png
man/figures/README-unnamed-chunk-11-1.png
man/figures/README-unnamed-chunk-11-2.png
man/figures/README-unnamed-chunk-12-1.png
man/figures/README-unnamed-chunk-12-2.png
man/figures/README-unnamed-chunk-13-1.png
man/figures/README-unnamed-chunk-14-1.png
man/figures/README-unnamed-chunk-14-2.png
man/figures/README-unnamed-chunk-15-1.png
man/figures/README-unnamed-chunk-15-2.png
man/figures/README-unnamed-chunk-16-1.png
man/figures/README-unnamed-chunk-17-1.png
man/figures/README-unnamed-chunk-18-1.png
man/figures/README-unnamed-chunk-19-1.png
man/figures/README-unnamed-chunk-2-1.png
man/figures/README-unnamed-chunk-20-1.png
man/figures/README-unnamed-chunk-3-1.png
man/figures/README-unnamed-chunk-4-1.png
man/figures/README-unnamed-chunk-4-2.png
man/figures/README-unnamed-chunk-5-1.png
man/figures/README-unnamed-chunk-5-2.png
man/figures/README-unnamed-chunk-6-1.png
man/figures/README-unnamed-chunk-7-1.png
man/figures/README-unnamed-chunk-8-1.png
man/figures/README-unnamed-chunk-9-1.png
man/figures/README-unnamed-chunk-9-2.png
man/fitted.bigtime.VAR.Rd
man/fitted.bigtime.VARMA.Rd
man/fitted.bigtime.VARX.Rd
man/get_ic_vals.Rd
man/get_ic_vals.bigtime.VAR.Rd
man/get_ic_vals.bigtime.VARX.Rd
man/ic_selection.Rd
man/is.stable.Rd
man/lagmatrix.Rd
man/pipe.Rd
man/plot.bigtime.recursiveforecast.Rd
man/plot.bigtime.simVAR.Rd
man/plot_cv.Rd
man/recursiveforecast.Rd
man/reduce_cube.Rd
man/residuals.bigtime.VAR.Rd
man/residuals.bigtime.VARMA.Rd
man/residuals.bigtime.VARX.Rd
man/simVAR.Rd
man/sparseVAR.Rd
man/sparseVARMA.Rd
man/sparseVARX.Rd
man/summary.bigtime.simVAR.Rd
src/.gitignore
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/hvar.cpp
src/recursiveforecast.cpp
src/simVAR.cpp
tests/Workflows/VARMA_workflow.R
tests/Workflows/VARMA_workflow.html
tests/Workflows/VARX_workflow.R
tests/Workflows/VARX_workflow.html
tests/Workflows/VAR_workflow.R
tests/Workflows/VAR_workflow.html
tests/Workflows/sim_data_sets.R
