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 <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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SparseTSCGM documentation built on May 30, 2017, 3:52 a.m.