nets: Network Estimation for Time Series

Sparse VAR estimation based on LASSO.

Package details

AuthorChristian Brownlees
MaintainerChristian Brownlees <christian.brownlees@upf.edu>
LicenseGPL
Version0.9
URL https://github.com/ctbrownlees/R-Package-nets
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nets")

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nets documentation built on May 2, 2019, 8:29 a.m.