Sparse Estimation of Large Time Series Models R package bigtime version 0.2.3 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Estimation of large Vector AutoRegressive (VAR), Vector AutoRegressive with Exogenous Variables X (VARX) and Vector AutoRegressive Moving Average (VARMA) Models with Structured Lasso Penalties, see Nicholson, Wilms, Bien and Matteson (2020) <https://jmlr.org/papers/v21/19-777.html> and Wilms, Basu, Bien and Matteson (2021) <doi:10.1080/01621459.2021.1942013>. Software Depends: R (>= 3.6.0), methods Imports: Rcpp (>= 1.0.7), stats, utils, grDevices, graphics, corrplot, dplyr, ggplot2, tidyr, magrittr LinkingTo: Rcpp, RcppArmadillo, RcppEigen Ines Wilms <i.wilms@maastrichtuniversity.nl> Comprehensive R Archive Network (CRAN) Ines Wilms [cre, aut], David S. Matteson [aut], Jacob Bien [aut], Sumanta Basu [aut], Will Nicholson [aut], Enrico Wegner [aut] GPL (>= 2) 2023-08-21 application/tgz https://CRAN.R-project.org/package=bigtime doi:10.32614/CRAN.package.bigtime