README.md

tsmvr

The goal of tsmvr is to solve multivariate regression problems with absolute sparsity constraints and covariance estimation. For more explanation and examples, see the package vignette "tsmvr-introduction".

Installation

You can install the development version of tsmvr from Github with:

devtools::install_github("spcorum/tsmvr")

Development Status

Coverage status Travis build status AppVeyor build status



spcorum/tsmvr documentation built on Aug. 31, 2019, 8:58 p.m.