tsnetwork-package: Learning instantaneous networks and dynamic networks for...

In tsnetwork: Constructing Dynamic Networks for Time-Series Data

Description

The R package tsnetwork reconstructs instantaneous (undirected) and dynamic (directed) networks from repeated multivariate mixed discrete-continuous or ordinal time series data. This function computes sparse autoregressive coefficient and precision matrices for time series chain graphical models.

Author(s)

Maintainers: Pariya Behrouzi [e-mail]

References

Pariya Behrouzi, Fentaw Abegaz and Ernst Wit (2018). Dynamic Chain Graph Models for Ordinal Time Series Data. Arxiv. 14, 3: 586-599.

tsnetwork documentation built on March 26, 2020, 6:45 p.m.