Encoding: UTF-8
Package: multivar
Title: Penalized Estimation and Forecasting of Multiple Subject Vector
        Autoregressive (VAR) Models
Version: 0.0.1
Authors@R: c(
 person("Zachary","Fisher", email = "fish.zachary@gmail.com", role = c("aut", "cre")),
 person("Younghoon", "Kim", role = "aut"),
 person("Vladas", "Pipiras", role = "aut")
 )
Description: Functions for simulating, estimating and forecasting stationary Vector Autoregressive (VAR) models from multiple subjects using penalized regression methods (LASSO and adaptive LASSO) using accelerated proximal gradient descent algorithms (Fisher, Kim and Pipiras, Under Review). 
Depends: R (>= 2.10)
Imports: stats, utils, matlab, MASS
License: GPL-2
LazyData: true
ByteCompile: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2020-07-01 13:51:01 UTC; lola
Author: Zachary Fisher [aut, cre],
  Younghoon Kim [aut],
  Vladas Pipiras [aut]
Maintainer: Zachary Fisher <fish.zachary@gmail.com>
Repository: CRAN
Date/Publication: 2020-07-01 15:00:02 UTC
