Package: multivar
Title: Penalized Estimation of Multiple-Subject Vector Autoregressive
        Models
Version: 1.4.0
Authors@R: c(
    person("Zachary", "Fisher", email = "fish.zachary@gmail.com", role = c("aut", "cre")),
    person("Christopher", "Crawford", role = "aut"),
    person("Younghoon", "Kim", role = "ctb"),
    person("Vladas", "Pipiras", role = "ctb")
    )
Description: Simulate, estimate, and forecast vector autoregressive (VAR)
    models for multiple-subject data using structured penalization. Decomposes
    dynamics into shared (common) and subject-specific (unique) components via
    adaptive LASSO with FISTA optimization. Supports cross-validation and
    extended BIC model selection and subgroup detection, and time-varying
    parameters.
Depends: R (>= 3.5.0)
Imports: methods, stats, utils, MASS, Rcpp (>= 1.0.3), Matrix, ggplot2,
        vars, reshape2, glmnet, igraph, viridis, scales
LinkingTo: Rcpp, RcppArmadillo
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
ByteCompile: true
RoxygenNote: 7.3.3
NeedsCompilation: yes
Packaged: 2026-03-30 13:33:40 UTC; zacharyfisher
Author: Zachary Fisher [aut, cre],
  Christopher Crawford [aut],
  Younghoon Kim [ctb],
  Vladas Pipiras [ctb]
Maintainer: Zachary Fisher <fish.zachary@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-30 14:20:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-28 19:41:07 UTC; unix
Archs: multivar.so.dSYM
