{ "_id": "6a1eb732b25058d4daade668", "Package": "micvar", "Type": "Package", "Title": "Order Selection in Vector Autoregression by Mean Square\nInformation Criteria", "Version": "0.1.0", "Authors@R": "c(\nperson(\n\"Michael\", \"Hellstern\",\nemail = \"mikeh1@uw.edu\",\nrole = c(\"aut\", \"cre\")\n)\n)", "Description": "Implements order selection for Vector Autoregressive (VAR)\nmodels using the Mean Square Information Criterion (MIC).\nUnlike standard methods such as AIC and BIC, MIC is\nlikelihood-free. This method consistently estimates VAR order\nand has robust performance under model misspecification. For\nmore details, see Hellstern and Shojaie (2025)\n.", "License": "GPL (>= 3)", "Encoding": "UTF-8", "RoxygenNote": "7.3.1", "RdMacros": "Rdpack", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-02 10:49:05 UTC", "User": "root" }, "Author": "Michael Hellstern [aut, cre]", "Maintainer": "Michael Hellstern ", "Repository": "https://mikehellstern.r-universe.dev", "Date/Publication": "2025-12-08 08:49:06 UTC", "RemoteUrl": "https://github.com/cran/micvar", "RemoteRef": "HEAD", "RemoteSha": "04d5026410c60770d6dadda3492f26cb106c198b", "MD5sum": "2745770c5107532d21a0e3a24208193c", "_user": "mikehellstern", "_type": "src", "_file": "micvar_0.1.0.tar.gz", "_fileid": "37f235ab6be5b658824e4c72c85aea7701d7ff07e77d405ddcb0b04ea3d31b96", "_filesize": 100306, "_sha256": "37f235ab6be5b658824e4c72c85aea7701d7ff07e77d405ddcb0b04ea3d31b96", "_created": "2026-06-02T10:49:05.000Z", "_published": "2026-06-02T10:57:54.164Z", "_distro": "noble", "_jobs": [ { "job": 79054051068, "time": 100, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7355671463" }, { "job": 79054050929, "time": 86, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7355667005" }, { "job": 79054050919, "time": 178, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7355791858" }, { "job": 79054050910, "time": 143, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7355788831" }, { "job": 79053599918, "time": 168, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7355638388" }, { "job": 79054051019, "time": 92, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7355669120" }, { "job": 79054050947, "time": 60, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7355658623" }, { "job": 79054050917, "time": 56, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7355657599" }, { "job": 79054050924, "time": 60, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7355658491" } ], "_buildurl": "https://github.com/r-universe/mikehellstern/actions/runs/26814743692", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/micvar", "_commit": { "id": "04d5026410c60770d6dadda3492f26cb106c198b", "author": "Michael Hellstern ", "committer": "cran-robot ", "message": "version 0.1.0\n", "time": 1765183746 }, "_maintainer": { "name": "Michael Hellstern", "email": "mikeh1@uw.edu", "login": "mikehellstern", "description": "", "uuid": 28374298 }, "_registered": true, "_dependencies": [ { "package": "MASS", "role": "Imports" }, { "package": "matrixcalc", "role": "Imports" }, { "package": "Rdpack", "role": "Imports" }, { "package": "stats", "role": "Imports" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-50", "n": 1 } ], "_tags": [ { "name": "0.1.0", "date": "2025-12-08" } ], "_stars": 1, "_contributors": [ { "user": "mikehellstern", "count": 1, "uuid": 28374298 } ], "_userbio": { "uuid": 28374298, "type": "user", "name": "Mike Hellstern" }, "_downloads": { "count": 111, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/micvar" }, "_searchresults": 0, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/micvar.html", "manual.pdf" ], "_realowner": "mikehellstern", "_cranurl": false, "_releases": [ { "version": "0.1.0", "date": "2025-12-11" } ], "_exports": [ "gen_coef_mat", "micvar", "sim_var", "verify_stability" ], "_help": [ { "page": "gen_coef_mat", "title": "Simulate coefficient matrices with specified density", "topics": [ "gen_coef_mat" ] }, { "page": "micvar", "title": "Estimate order by mean square information criteria (MIC)", "topics": [ "micvar" ] }, { "page": "sim_var", "title": "Simulate data from a vector autoregressive model with specified coefficient matrices", "topics": [ "sim_var" ] }, { "page": "verify_stability", "title": "Verify stability of a vector autoregressive model", "topics": [ "verify_stability" ] } ], "_rundeps": [ "MASS", "matrixcalc", "rbibutils", "Rdpack" ], "_score": 1, "_indexed": true, "_nocasepkg": "micvar", "_universes": [ "mikehellstern" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.0", "date": "2026-06-02T10:50:49.000Z", "distro": "noble", "commit": "04d5026410c60770d6dadda3492f26cb106c198b", "fileid": "5e11e22e49ddd6426aa30c9f94dd37211a820d1488220ed64bc5e5249300cdbf", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/mikehellstern/actions/runs/26814743692" }, { "r": "4.6.0", "os": "linux", "version": "0.1.0", "date": "2026-06-02T10:50:35.000Z", "distro": "noble", "commit": "04d5026410c60770d6dadda3492f26cb106c198b", "fileid": "098c86ba037b84bef2e2042d1ed5b1d1724594a04145bdd3732154c1cce4d4b5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/mikehellstern/actions/runs/26814743692" }, { "r": "4.5.3", "os": "mac", "version": "0.1.0", "date": "2026-06-02T10:56:50.000Z", "commit": "04d5026410c60770d6dadda3492f26cb106c198b", "fileid": "dfa871db9d1231646e67a8800b21dbd78df27eb65ec0a82e7938f5eaa9b80967", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/mikehellstern/actions/runs/26814743692" }, { "r": "4.6.0", "os": "mac", "version": "0.1.0", "date": "2026-06-02T10:56:40.000Z", "commit": "04d5026410c60770d6dadda3492f26cb106c198b", "fileid": "e1b6c5f8da10e93171bc2d14dd7d0bfbb6d82bdebb84db4a714eadad5fa39732", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/mikehellstern/actions/runs/26814743692" }, { "r": "4.6.0", "os": "wasm", "version": "0.1.0", "date": "2026-06-02T10:50:51.000Z", "commit": "04d5026410c60770d6dadda3492f26cb106c198b", "fileid": "f972c91e396e19cd5e430523473b5d750db4606c21e1017403b208f010f5fde7", "status": "success", "buildurl": "https://github.com/r-universe/mikehellstern/actions/runs/26814743692" }, { "r": "4.7.0", "os": "win", "version": "0.1.0", "date": "2026-06-02T10:50:06.000Z", "commit": "04d5026410c60770d6dadda3492f26cb106c198b", "fileid": "17645a09a4e4be6ecf8eac73392787481815e4e4b6400085d5b798be1551e922", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/mikehellstern/actions/runs/26814743692" }, { "r": "4.5.3", "os": "win", "version": "0.1.0", "date": "2026-06-02T10:50:03.000Z", "commit": "04d5026410c60770d6dadda3492f26cb106c198b", "fileid": "2b835afc0755c2bfac969f275b8e78999470c7f9b571ddfeecf7a8881783756f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/mikehellstern/actions/runs/26814743692" }, { "r": "4.6.0", "os": "win", "version": "0.1.0", "date": "2026-06-02T10:50:05.000Z", "commit": "04d5026410c60770d6dadda3492f26cb106c198b", "fileid": "d756ba16e9113cb819be42449d2b95eadf8e83445e8ed8f149f7f5aac5b307e5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/mikehellstern/actions/runs/26814743692" } ] }