Package: micvar
Type: Package
Title: Order Selection in Vector Autoregression by Mean Square
        Information Criteria
Version: 0.1.0
Authors@R: c(
    person(
      "Michael", "Hellstern",
      email = "mikeh1@uw.edu",
      role = c("aut", "cre")
    )
  )
Description: Implements order selection for Vector Autoregressive (VAR)
        models using the Mean Square Information Criterion (MIC).
        Unlike standard methods such as AIC and BIC, MIC is
        likelihood-free. This method consistently estimates VAR order
        and has robust performance under model misspecification. For
        more details, see Hellstern and Shojaie (2025)
        <doi:10.48550/arXiv.2511.19761>.
License: GPL (>= 3)
Encoding: UTF-8
RoxygenNote: 7.3.1
Imports: MASS, matrixcalc, Rdpack, stats
RdMacros: Rdpack
NeedsCompilation: no
Packaged: 2026-10-30 09:03:17 UTC; root
Author: Michael Hellstern [aut, cre]
Maintainer: Michael Hellstern <mikeh1@uw.edu>
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