nets: Network Estimation for Time Series

Sparse VAR estimation based on LASSO.

AuthorChristian Brownlees
Date of publication2016-03-04 08:25:34
MaintainerChristian Brownlees <christian.brownlees@upf.edu>
LicenseGPL
Version0.8
https://github.com/ctbrownlees/R-Package-nets

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Files

nets
nets/src
nets/src/nets.c
nets/NAMESPACE
nets/demo
nets/demo/granger.R
nets/demo/nets.R
nets/demo/partial_correlation.R
nets/demo/00Index
nets/CHANGELOG
nets/R
nets/R/nets.R
nets/MD5
nets/README
nets/DESCRIPTION
nets/man
nets/man/nets-package.Rd nets/man/nets.Rd

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