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New in using BigVAR package

Status: Open.

#50 In wbnicholson/BigVAR;

· alejandrorodriguezcuevas-eng opened on Jan 8, 2026

Do not hardcode compiler to clang

Status: Open.

#49 In wbnicholson/BigVAR;

· barracuda156 opened on Feb 11, 2025

Bad allocation error in certain scenarios when calculating AIC/BIC benchmarks

Status: Open.

#46 In wbnicholson/BigVAR;

· jonlachmann opened on Jan 16, 2024

predict() method confusion

Status: Open.

#44 In wbnicholson/BigVAR;

· michael-aksonov opened on Sep 15, 2023

Lag-weighted Lasso in BigVar.fit

Status: Open.

#43 In wbnicholson/BigVAR;

· dk1453 opened on Oct 28, 2022

Out-of-sample evaluation

Status: Open.

#42 In wbnicholson/BigVAR;

· sehoff opened on Oct 25, 2022

Rolling n-period ahead predictions

Status: Open.

#41 In wbnicholson/BigVAR;

· sehoff opened on Oct 25, 2022

Lamda grid parameters question.

Status: Open.

#36 In wbnicholson/BigVAR;

· CopulaCoVaR opened on Aug 17, 2022

window size and dual not working?

Status: Open.

#28 In wbnicholson/BigVAR;

· msramirezgo opened on May 14, 2022

Is coef() method return the best estimated beta?

Status: Open.

#27 In wbnicholson/BigVAR;

· TigerZhao007 opened on May 4, 2022

Over-penalization after 2022 March Update

Status: Open.

#26 In wbnicholson/BigVAR;

· wysjdy0511 opened on Apr 22, 2022

cv.BigVAR assertion code incorrectly written for single lambda parameter

bug

Status: Open.

#24 In wbnicholson/BigVAR;

· extrospective opened on Jul 23, 2021