SparseTSCGM: Sparse Time Series Chain Graphical Models

Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models. Fentaw Abegaz and Ernst Wit (2013) <doi:10.1093/biostatistics/kxt005>.

Package details

AuthorFentaw Abegaz [aut, cre], Ernst Wit [aut]
MaintainerFentaw Abegaz <f.abegaz.yazew@rug.nl>
LicenseGPL (>= 3)
Version4.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SparseTSCGM")

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SparseTSCGM documentation built on Jan. 16, 2021, 5:10 p.m.