NBtsVarSel: Variable Selection in a Specific Regression Time Series of Counts

Performs variable selection in sparse negative binomial GLARMA (Generalised Linear Autoregressive Moving Average) models. For further details we refer the reader to the paper Gomtsyan (2023), <arXiv:2307.00929>.

Package details

AuthorMarina Gomtsyan [aut, cre]
MaintainerMarina Gomtsyan <mgomtsian@gmail.com>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("NBtsVarSel")

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NBtsVarSel documentation built on July 26, 2023, 5:58 p.m.