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MultiGlarmaVarSel: Variable Selection in Sparse Multivariate GLARMA Models
Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2022), <arXiv:2208.14721>.
Getting started
Browse package contents
Package details |
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| Author | Marina Gomtsyan |
| Maintainer | Marina Gomtsyan <marina.gomtsyan@agroparistech.fr> |
| License | GPL-2 |
| Version | 1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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