tsnetwork: Constructing Dynamic Networks for Time-Series Data

Implements the method in Behrouzi, Abegaz, and Wit (2018) <arXiv:1805.09840> to learn intra-time and inter-time conditional independence networks for ordinal time-series data and mixed discrete-and-continuous time-series data. This package assumes a stationary process, where both instantaneous and dynamic networks stay fixed over time.

Package details

AuthorPariya Behrouzi [aut, cre], Fentaw Abegaz [aut], Ernst Wit [ctb]
MaintainerPariya Behrouzi <pariya.behrouzi@wur.nl>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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tsnetwork documentation built on March 26, 2020, 6:45 p.m.