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: 2025-12-01 18:08:18 UTC; mike
Author: Michael Hellstern [aut, cre]
Maintainer: Michael Hellstern <mikeh1@uw.edu>
Repository: CRAN
Date/Publication: 2025-12-08 08:10:10 UTC
Built: R 4.6.0; ; 2026-04-25 14:14:16 UTC; unix
