SparseTSCGM: Sparse Time Series Chain Graphical Models

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

Install the latest version of this package by entering the following in R:
install.packages("SparseTSCGM")
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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