nets: Network Estimation for Time Series
Version 0.9

Sparse VAR estimation based on LASSO.

Package details

AuthorChristian Brownlees
Date of publication2017-10-28 17:04:37 UTC
MaintainerChristian Brownlees <[email protected]>
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")

Try the nets package in your browser

Any scripts or data that you put into this service are public.

nets documentation built on Nov. 17, 2017, 6:46 a.m.