Man pages for hdiVAR
Statistical Inference for Noisy Vector Autoregression
| CV_VARMLE | cross-validation for transition matrix update in maximization... |
| Estep | expectation step in sparse expectation-maximization algorithm |
| hdVARtest | statistical inference for transition matrix in... |
| kalman | kalman filtering and smoothing for vector autoregression with... |
| Mstep | maximization step of sparse expectation-maximization... |
| sEM | sparse expectation-maximization algorithm for... |
| VARMLE | generalized Dantzig selector for transition matrix update in... |
