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.

Files in this package

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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