BigVAR
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Software:43060
swMATH31349CRANBigVARMaRDI QIDQ43060
Dimension Reduction Methods for Multivariate Time Series
Will Nicholson, David Matteson, Jacob Bien, Ines Wilms
Last update: 9 January 2023
Software version identifier: 1.1.2
Source code repository: https://github.com/cran/BigVAR
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0