{ "_id": "6a10147dacfb0bcc41c83b42", "Package": "hdiVAR", "Type": "Package", "Title": "Statistical Inference for Noisy Vector Autoregression", "Version": "1.0.2", "Authors@R": "c(person(\"Xiang\", \"Lyu\", role = c(\"aut\",\"cre\"), email=\"xianglyu.public@gmail.com\"),\nperson(\"Jian\", \"Kang\", role = c(\"aut\")),\nperson(\"Lexin\", \"Li\", role = c(\"aut\")))", "Description": "The model is high-dimensional vector autoregression with\nmeasurement error, also known as linear gaussian state-space\nmodel. Provable sparse expectation-maximization algorithm is\nprovided for the estimation of transition matrix and noise\nvariances. Global and simultaneous testings are implemented for\ntransition matrix with false discovery rate control. For more\ninformation, see the accompanying paper: Lyu, X., Kang, J., &\nLi, L. (2023). \"Statistical inference for high-dimensional\nvector autoregression with measurement error\", Statistica\nSinica.", "License": "GPL (>= 2)", "Encoding": "UTF-8", "RoxygenNote": "7.2.3", "VignetteBuilder": "knitr", "Author": "Xiang Lyu [aut, cre], Jian Kang [aut], Lexin Li [aut]", "Maintainer": "Xiang Lyu ", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-15 05:58:17 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2023-05-14 21:00:02 UTC", "RemoteUrl": "https://github.com/cran/hdiVAR", "RemoteRef": "HEAD", "RemoteSha": "b10b8997ca53791d9e53f13892eaa1bb78084ef7", "MD5sum": "645fcbe8692f2158570a5bedf79536de", "_user": "cran", "_type": "src", "_file": "hdiVAR_1.0.2.tar.gz", "_fileid": "793545d147fa728554e6371b6cab4a0a7023d9905d3875b3d94b93aa66b1e3c1", "_filesize": 186263, "_sha256": "793545d147fa728554e6371b6cab4a0a7023d9905d3875b3d94b93aa66b1e3c1", "_created": "2026-05-15T05:58:17.000Z", "_published": "2026-05-22T08:31:57.170Z", "_distro": "noble", "_jobs": [ { "job": 77344288013, "time": 108, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7011057317" }, { "job": 77344288425, "time": 108, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7011057347" }, { "job": 77344287689, "time": 150, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7011034470" }, { "job": 77344287415, "time": 87, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7156210490" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/25902734548", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/hdiVAR", "_commit": { "id": "b10b8997ca53791d9e53f13892eaa1bb78084ef7", "author": "Xiang Lyu ", "committer": "cran-robot ", "message": "version 1.0.2\n", "time": 1684098002 }, "_maintainer": { "name": "Xiang Lyu", "email": "xianglyu.public@gmail.com" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.1", "role": "Depends" }, { "package": "lpSolve", "role": "Imports" }, { "package": "abind", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 212, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/hdiVAR" }, "_searchresults": 3, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/hdiVAR.html", "manual.pdf" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "1.0.1", "date": "2020-10-07" }, { "version": "1.0.2", "date": "2023-05-14" } ], "_exports": [ "CV_VARMLE", "Estep", "hdVARtest", "kalman", "Mstep", "sEM", "VARMLE" ], "_help": [ { "page": "CV_VARMLE", "title": "cross-validation for transition matrix update in maximization step", "topics": [ "CV_VARMLE" ] }, { "page": "Estep", "title": "expectation step in sparse expectation-maximization algorithm", "topics": [ "Estep" ] }, { "page": "hdVARtest", "title": "statistical inference for transition matrix in high-dimensional vector autoregression with measurement error", "topics": [ "hdVARtest" ] }, { "page": "kalman", "title": "kalman filtering and smoothing for vector autoregression with measurement error", "topics": [ "kalman" ] }, { "page": "Mstep", "title": "maximization step of sparse expectation-maximization algorithm for updating error standard deviations", "topics": [ "Mstep" ] }, { "page": "sEM", "title": "sparse expectation-maximization algorithm for high-dimensional vector autoregression with measurement error", "topics": [ "sEM" ] }, { "page": "VARMLE", "title": "generalized Dantzig selector for transition matrix update in maximization step", "topics": [ "VARMLE" ] } ], "_rundeps": [ "abind", "lpSolve" ], "_vignettes": [ { "source": "hdiVAR.Rmd", "filename": "hdiVAR.html", "title": "Vignette of R package hdiVAR", "author": "Xiang Lyu", "engine": "knitr::rmarkdown", "headings": [ "Basic Info", "Problem setup", "Methodology", "1. 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