SparseTSCGM: Sparse Time Series Chain Graphical Models

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

AuthorFentaw Abegaz and Ernst Wit
Date of publication2016-11-07 00:32:23
MaintainerFentaw Abegaz <f.abegaz.yazew@rug.nl>
LicenseGPL (>= 3)
Version2.5

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