To cite package ‘BigVAR’ in publications use:

Nicholson W, Matteson D, Bien J (2026). BigVAR: Dimension Reduction Methods for Multivariate Time Series. R package version 1.1.5, https://CRAN.R-project.org/package=BigVAR.

Corresponding BibTeX entry:

  @Manual{,
    title = {BigVAR: Dimension Reduction Methods for Multivariate Time
      Series},
    author = {Will Nicholson and David Matteson and Jacob Bien},
    year = {2026},
    note = {R package version 1.1.5},
    url = {https://CRAN.R-project.org/package=BigVAR},
  }