ragt2ridges: Ridge Estimation of Vector Auto-Regressive (VAR) Processes
Version 0.2.4

Ridge maximum likelihood estimation of vector auto-regressive processes and supporting functions for their exploitation.

Package details

AuthorWessel N. van Wieringen <w.vanwieringen@vumc.nl>
Date of publication2017-04-04 15:38:38 UTC
MaintainerWessel N. van Wieringen <w.vanwieringen@vumc.nl>
LicenseGPL (>= 2)
URL https://github.com/wvanwie/ragt2ridges
Package repositoryView on CRAN
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ragt2ridges documentation built on May 30, 2017, 1:47 a.m.