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.

Browse man pages Browse package API and functions Browse package files

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)
Version0.2.4
URL https://github.com/wvanwie/ragt2ridges
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ragt2ridges")

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

CIGofVAR1 Man page Source code
L Source code
armaEigenDecomp Source code
armaEigenDecomp_blockDiagOnly Source code
armaP_defaultTarget Source code
armaPenLLreparGradArchI Source code
armaPenLLreparGradArchII Source code
armaPenLLreparP Source code
armaPenLLreparPforNLM Source code
armaPenLLreparPgrad Source code
armaRidgeP Source code
armaRidgePAnyTarget Source code
armaRidgePScalarTarget Source code
armaRidgePchordalInit Source code
armaVAR1_Ahat_ridgeML Source code
armaVAR1_Ahat_ridgeSS Source code
armaVAR1_Ahat_zeros Source code
armaVAR1_COVYhat Source code
armaVAR1_Shat_ML Source code
armaVAR1_VARYhat Source code
armaVAR1_convergenceEvaluation Source code
armaVAR1_loglik Source code
armaVAR1_loglik_LOOCVinternal Source code
armaVAR1_ridgeML Source code
armaVAR1_ridgeML_zerosA Source code
armaVAR_array2cube_withMissing Source code
armaVAR_array2cube_withoutMissing Source code
array2longitudinal Man page Source code
centerVAR1data Man page Source code
cn2rna Man page
createA Man page Source code
cvlPchordal Source code
dataVAR1 Man page Source code
evaluateVAR1fit Man page Source code
graphVAR1 Man page Source code
hpvP53 Man page
hpvP53cn Man page
hpvP53mir Man page
hpvP53rna Man page
impulseResponseVAR1 Man page Source code
loglikLOOCVVAR1 Man page Source code
loglikLOOCVcontourVAR1 Man page Source code
loglikVAR1 Man page Source code
longitudinal2array Man page Source code
mir2rna Man page
momentS Man page Source code
mutualInfoVAR1 Man page Source code
nodeStatsVAR1 Man page Source code
optPenaltyPchordal Man page Source code
optPenaltyVAR1 Man page Source code
plotVAR1data Man page Source code
ragt2ridges Man page
ragt2ridges-package Man page
ridgePathVAR1 Man page Source code
ridgePchordal Man page Source code
ridgeVAR1 Man page Source code
s.int Source code
sStationary Source code
sparsifyVAR1 Man page Source code
support4ridgeP Man page Source code
trace Source code
zeros2chordalCIG Source code

Files

inst
inst/CITATION
inst/NEWS.Rd
inst/include
inst/include/ragt2ridges.h
inst/include/ragt2ridges_RcppExports.h
src
src/Makevars
src/defaultTarget.h
src/ridgePchordal.h
src/rags2ridges.h
src/ragt2ridges.cpp
src/registerDynamicSymbol.c
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
data
data/hpvP53.rda
R
R/graphVAR1.r
R/centerVAR1data.r
R/support4ridgeP.r
R/impulseResponseVAR1.r
R/ridgeVAR1.r
R/longitudinal2array.r
R/ridgePchordal.r
R/loglikLOOCVVAR1.r
R/ridgePathVAR1.r
R/nodeStatsVAR1.r
R/loglikLOOCVcontourVAR1.r
R/privateFunctions.r
R/RcppExports.R
R/momentS.r
R/optPenaltyVAR1.r
R/array2longitudinal.r
R/optPenaltyPchordal.r
R/evaluateVAR1fit.r
R/dataVAR1.r
R/CIGofVAR1.r
R/loglikVAR1.r
R/plotVAR1data.r
R/mutualInfoVAR1.r
R/createA.R
R/sparsifyVAR1.r
MD5
DESCRIPTION
man
man/loglikVAR1.Rd
man/array2longitudinal.Rd
man/ridgePchordal.Rd
man/support4ridgeP.Rd
man/evaluateVAR1fit.Rd
man/mutualInfoVAR1.Rd
man/centerVAR1data.Rd
man/optPenaltyPchordal.Rd
man/momentS.Rd
man/sparsifyVAR1.Rd
man/ridgePathVAR1.Rd
man/CIGofVAR1.Rd
man/longitudinal2array.Rd
man/dataVAR1.Rd
man/nodeStatsVAR1.Rd
man/ragt2ridges-package.Rd
man/loglikLOOCVVAR1.Rd
man/loglikLOOCVcontourVAR1.Rd
man/optPenaltyVAR1.Rd
man/plotVAR1data.Rd
man/hpvP35.Rd
man/createA.Rd
man/impulseResponseVAR1.Rd
man/graphVAR1.Rd
man/ridgeVAR1.Rd
ragt2ridges documentation built on May 19, 2017, 11:49 p.m.