An implementation of the method proposed in Lund and Hansen (2018) for fitting 3-dimensional dynamical array models. The implementation is based on the glamlasso package, see Lund et al. (2017) <doi:10.1080/10618600.2017.1279548>, for efficient design matrix free lasso regularized estimation in a generalized linear array model. The implementation uses a block relaxation scheme to fit each individual component in the model using functions from the glamlasso package.
|Maintainer||Adam Lund <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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