nets: Network Estimation for Time Series

Sparse VAR estimation based on LASSO.

Author
Christian Brownlees
Date of publication
2016-03-04 08:25:34
Maintainer
Christian Brownlees <christian.brownlees@upf.edu>
License
GPL
Version
0.8
URLs

View on CRAN

Man pages

nets
Network Estimation for Time Series
nets-package
Network Estimator for Time Series

Files in this package

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