tvw146/dynamo: Fit a Stochastic Dynamical Array Model to Array Data

An implementation of the method proposed in Lund and Hansen (2018) for fitting 3-dimensional dynamical array models. The implementation is based on the glamlasso package, see Lund et al. (2017) <doi:10.1080/10618600.2017.1279548>, for efficient design matrix free lasso regularized estimation in a generalized linear array model. The implementation uses a block relaxation scheme to fit each individual component in the model using functions from the glamlasso package.

Getting started

Package details

AuthorAdam Lund
MaintainerAdam Lund <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
tvw146/dynamo documentation built on Feb. 24, 2018, 12:06 a.m.