Package: fastVAR
Type: Package
Title: fastVAR
Version: 1.2.1
Date: 2012-02-18
Author: Jeffrey Wong
Maintainer: <jeff.ct.wong@stanford.edu>
Description: This package is designed for time series data.  Fits
        Vector Autoregressive models and Vector Autoregressive models
        with Exogenous Inputs.  For speedup, fastVAR can use multiple
        cpu cores to calculate the estimates.  For very large systems,
        fastVAR uses Lasso penalty to return very sparse coefficient
        matrices.  Regression diagnostics can be used to compare
        models, and prediction functions can be used to calculate the
        n-step ahead prediction.  Faster implementations in C coming
        soon.
License: GPL
LazyLoad: yes
Depends: glmnet
Suggests: multicore
Packaged: 2012-02-19 00:34:13 UTC; jeffrey
Repository: CRAN
Date/Publication: 2012-02-19 14:54:04
Built: R 2.13.2; ; 2012-02-25 02:32:21 UTC; windows
