{ "_id": "6a1cbf771d7bb097a0a344d3", "Package": "VARshrink", "Title": "Shrinkage Estimation Methods for Vector Autoregressive Models", "Version": "0.4.0", "Authors@R": "c(\nperson(\"Namgil\", \"Lee\", role = c(\"aut\", \"cre\", \"cph\"),\nemail = \"namgil.lee@kangwon.ac.kr\",\ncomment = c(ORCID = \"0000-0003-0593-9028\")),\nperson(\"Heon Young\", \"Yang\", role = c(\"ctb\"),\nemail = \"hyyang@kangwon.ac.kr\"),\nperson(\"Sung-Ho\", \"Kim\", role = c(\"aut\", \"cph\"),\nemail = \"sung-ho.kim@kaist.edu\")\n)", "Description": "Vector autoregressive (VAR) model is a fundamental and\neffective approach for multivariate time series analysis.\nShrinkage estimation methods can be applied to high-dimensional\nVAR models with dimensionality greater than the number of\nobservations, contrary to the standard ordinary least squares\nmethod. This package is an integrative package delivering\nnonparametric, parametric, and semiparametric methods in a\nunified and consistent manner, such as the multivariate ridge\nregression in Golub, Heath, and Wahba (1979)\n, a James-Stein type nonparametric\nshrinkage method in Opgen-Rhein and Strimmer (2007)\n, and Bayesian estimation\nmethods using noninformative and informative priors in Lee,\nChoi, and S.-H. Kim (2016) and\nNi and Sun (2005) .", "License": "GPL (>= 3)", "URL": "https://github.com/namgillee/VARshrink/", "BugReports": "https://github.com/namgillee/VARshrink/issues/", "Encoding": "UTF-8", "VignetteBuilder": "knitr", "Config/roxygen2/version": "8.0.0", "Config/testthat/edition": "3", "Repository": "https://namgillee.r-universe.dev", "Date/Publication": "2026-05-31 22:45:34 UTC", "RemoteUrl": "https://github.com/namgillee/varshrink", "RemoteRef": "HEAD", "RemoteSha": "8b4fa87923f978c6bf7acaad4f3c08ed00916890", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-31 23:05:28 UTC", "User": "root" }, "Author": "Namgil Lee [aut, cre, cph] (ORCID:\n),\nHeon Young Yang [ctb],\nSung-Ho Kim [aut, cph]", "Maintainer": "Namgil Lee ", "MD5sum": "903b4dccdfbcfcd6dd4c07febf657fed", "_user": "namgillee", "_type": "src", "_file": "VARshrink_0.4.0.tar.gz", "_fileid": "628c697e872e142e00358bee689aed68064a6315abd815cae3469b311b5ddf7f", "_filesize": 560754, "_sha256": 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and machine learning researcher, interested in tensor methods, deep learning, brain signal processing, and drug discovery.", "uuid": 42762623, "orcid": "0000-0003-0593-9028" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "vars", "version": ">= 1.6.1", "role": "Depends" }, { "package": "ars", "version": ">= 0.6", "role": "Imports" }, { "package": "corpcor", "version": ">= 1.6.9", "role": "Imports" }, { "package": "strucchange", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "mvtnorm", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "kableExtra", "role": "Suggests" }, { "package": "devtools", "role": "Suggests" }, { "package": "lintr", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "namgillee", "_selfowned": true, 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