SparseTSCGM: Sparse Time Series Chain Graphical Models

Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models.

Package details

AuthorFentaw Abegaz and Ernst Wit
MaintainerFentaw Abegaz <f.abegaz.yazew@rug.nl>
LicenseGPL (>= 3)
Version2.5
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 May 2, 2019, 12:48 p.m.