This package is considered a duplicate. The official version of this package is found at:https://wbnicholson.r-universe.dev/BigVAR

BigVAR: Tools for Modeling Sparse Vector Autoregressions with Exogenous Variables

Authored by:Will Nicholson, Jacob Bien, David Matteson, Ines Wilms inBigVAR 1.1.5.
Source:BigVAR.Rmd, Vignette:BigVAR.html. Last updated:2026-03-30.

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