nets: Network Estimation for Time Series

Sparse VAR estimation based on LASSO.

Package overview

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Package details
Author	Christian Brownlees
Maintainer	Christian Brownlees <christian.brownlees@upf.edu>
License	GPL
Version	0.9.1
URL	https://github.com/ctbrownlees/R-Package-nets
Package repository	View 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 Oct. 28, 2020, 1:08 a.m.

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