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

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

Author
Wessel N. van Wieringen <w.vanwieringen@vumc.nl>
Date of publication
2016-10-12 23:59:17
Maintainer
Wessel N. van Wieringen <w.vanwieringen@vumc.nl>
License
GPL (>= 2)
Version
0.2.3
URLs

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