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multivar  

Penalized Estimation of Multiple-Subject Vector Autoregressive Models
View on CRAN: Click here


Download and install multivar package within the R console
Install from CRAN:
install.packages("multivar")

Install from Github:
library("remotes")
install_github("cran/multivar")

Install by package version:
library("remotes")
install_version("multivar", "1.4.0")



Attach the package and use:
library("multivar")
Maintained by
Zachary Fisher
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-07-01
Latest Update: 2022-05-27
Description:
Functions for simulating, estimating and forecasting stationary Vector Autoregressive (VAR) models for multiple subject data using the penalized multi-VAR framework in Fisher, Kim and Pipiras (2020) .
How to cite:
Zachary Fisher (2020). multivar: Penalized Estimation of Multiple-Subject Vector Autoregressive Models. R package version 1.4.0, https://cran.r-project.org/web/packages/multivar. Accessed 03 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:33), 0.0.1 (2020-07-01 17:00), 0.0.2 (2020-07-14 15:20), 1.0.0 (2022-01-05 04:50), 1.1.0 (2022-05-28 01:40), 1.3.0 (2026-03-18 00:50)
Other packages that cited multivar R package
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Complete documentation for multivar
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