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

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

AuthorWessel N. van Wieringen <w.vanwieringen@vumc.nl>
Date of publication2016-10-12 23:59:17
MaintainerWessel N. van Wieringen <w.vanwieringen@vumc.nl>
LicenseGPL (>= 2)
Version0.2.3
https://github.com/wvanwie/ragt2ridges

View on CRAN

Man pages

array2longitudinal: Convert a time-series array to a longitudinal-object.

centerVAR1data: Zero-centering of time-course data

CIGofVAR1: Conditional independence graphs of the VAR(1) model

createA: Generation of the VAR(1) autoregressive coefficient matrix.

dataVAR1: Sample data from a VAR(1) model

evaluateVAR1fit: Visualize the fit of a VAR(1) model

graphVAR1: Graphs of the temporal (or contemporaneous) relations implied...

hpvP35: Time-course P53 pathway data

impulseResponseVAR1: Impulse response analysis of the VAR(1) model

loglikLOOCVcontourVAR1: Contourplot of LOOCV log-likelihood of VAR(1) model

loglikLOOCVVAR1: Leave-one-out (minus) cross-validated log-likelihood of...

loglikVAR1: Log-likelihood of the VAR(1) model.

longitudinal2array: Convert a longitudinal object into an array.

momentS: Moments of the sample covariance matrix.

mutualInfoVAR1: Mutual information analysis of the VAR(1) model

nodeStatsVAR1: VAR(1) model node statistics

optPenaltyPchordal: Automatic search for penalty parameter of ridge precision...

optPenaltyVAR1: Automatic penalty parameter selection for the VAR(1) model.

plotVAR1data: Time series plot

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

ridgePathVAR1: Visualize the ridge regularization paths of the parameters of...

ridgePchordal: Ridge estimation for high-dimensional precision matrices with...

ridgeVAR1: Ridge ML estimation of the VAR(1) model

sparsifyVAR1: Function that determines the support of auto-regression...

support4ridgeP: Support of the adjacency matrix to cliques and separators.

Functions

array2longitudinal Man page
centerVAR1data Man page
CIGofVAR1 Man page
createA Man page
dataVAR1 Man page
evaluateVAR1fit Man page
graphVAR1 Man page
hpvP53 Man page
impulseResponseVAR1 Man page
loglikLOOCVcontourVAR1 Man page
loglikLOOCVVAR1 Man page
loglikVAR1 Man page
longitudinal2array Man page
momentS Man page
mutualInfoVAR1 Man page
nodeStatsVAR1 Man page
optPenaltyPchordal Man page
optPenaltyVAR1 Man page
plotVAR1data Man page
ragt2ridges Man page
ragt2ridges-package Man page
ridgePathVAR1 Man page
ridgePchordal Man page
ridgeVAR1 Man page
sparsifyVAR1 Man page
support4ridgeP Man page

Files

ragt2ridges
ragt2ridges/inst
ragt2ridges/inst/CITATION
ragt2ridges/inst/NEWS.Rd
ragt2ridges/inst/include
ragt2ridges/inst/include/ragt2ridges.h
ragt2ridges/inst/include/ragt2ridges_RcppExports.h
ragt2ridges/src
ragt2ridges/src/Makevars
ragt2ridges/src/defaultTarget.h
ragt2ridges/src/ridgePchordal.h
ragt2ridges/src/rags2ridges.h
ragt2ridges/src/ragt2ridges.cpp
ragt2ridges/src/Makevars.win
ragt2ridges/src/RcppExports.cpp
ragt2ridges/NAMESPACE
ragt2ridges/data
ragt2ridges/data/hpvP53.rda
ragt2ridges/R
ragt2ridges/R/graphVAR1.r
ragt2ridges/R/centerVAR1data.r
ragt2ridges/R/support4ridgeP.r
ragt2ridges/R/impulseResponseVAR1.r
ragt2ridges/R/ridgeVAR1.r
ragt2ridges/R/longitudinal2array.r
ragt2ridges/R/ridgePchordal.r
ragt2ridges/R/loglikLOOCVVAR1.r
ragt2ridges/R/ridgePathVAR1.r
ragt2ridges/R/nodeStatsVAR1.r
ragt2ridges/R/loglikLOOCVcontourVAR1.r
ragt2ridges/R/privateFunctions.r
ragt2ridges/R/RcppExports.R
ragt2ridges/R/momentS.r
ragt2ridges/R/optPenaltyVAR1.r
ragt2ridges/R/array2longitudinal.r
ragt2ridges/R/optPenaltyPchordal.r
ragt2ridges/R/evaluateVAR1fit.r
ragt2ridges/R/dataVAR1.r
ragt2ridges/R/CIGofVAR1.r
ragt2ridges/R/loglikVAR1.r
ragt2ridges/R/plotVAR1data.r
ragt2ridges/R/mutualInfoVAR1.r
ragt2ridges/R/createA.R
ragt2ridges/R/sparsifyVAR1.r
ragt2ridges/MD5
ragt2ridges/DESCRIPTION
ragt2ridges/man
ragt2ridges/man/loglikVAR1.Rd ragt2ridges/man/array2longitudinal.Rd ragt2ridges/man/ridgePchordal.Rd ragt2ridges/man/support4ridgeP.Rd ragt2ridges/man/evaluateVAR1fit.Rd ragt2ridges/man/mutualInfoVAR1.Rd ragt2ridges/man/centerVAR1data.Rd ragt2ridges/man/optPenaltyPchordal.Rd ragt2ridges/man/momentS.Rd ragt2ridges/man/sparsifyVAR1.Rd ragt2ridges/man/ridgePathVAR1.Rd ragt2ridges/man/CIGofVAR1.Rd ragt2ridges/man/longitudinal2array.Rd ragt2ridges/man/dataVAR1.Rd ragt2ridges/man/nodeStatsVAR1.Rd ragt2ridges/man/ragt2ridges-package.Rd ragt2ridges/man/loglikLOOCVVAR1.Rd ragt2ridges/man/loglikLOOCVcontourVAR1.Rd ragt2ridges/man/optPenaltyVAR1.Rd ragt2ridges/man/plotVAR1data.Rd ragt2ridges/man/hpvP35.Rd ragt2ridges/man/createA.Rd ragt2ridges/man/impulseResponseVAR1.Rd ragt2ridges/man/graphVAR1.Rd ragt2ridges/man/ridgeVAR1.Rd

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