ctbrownlees/R-Package-nets: Network Estimation for Time Series

Sparse VAR estimation based on LASSO.

Getting started

Package details

AuthorChristian Brownlees
MaintainerChristian Brownlees <christian.brownlees@upf.edu>
LicenseGPL
Version0.9.1
URL https://github.com/ctbrownlees/R-Package-nets
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("ctbrownlees/R-Package-nets")
ctbrownlees/R-Package-nets documentation built on Oct. 31, 2020, 9:15 a.m.