SparseTSCGM: Sparse Time Series Chain Graphical Models
Version 2.5

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

Package details

AuthorFentaw Abegaz and Ernst Wit
Date of publication2016-11-07 00:32:23
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 30, 2017, 3:52 a.m.