Variable Selection in Sparse GLARMA Models

Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2020), .


Reference manual

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1.0 by Marina Gomtsyan, a month ago

Browse source code at

Authors: M. Gomtsyan , C. Levy-Leduc , S. Ouadah , L. Sansonnet

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-2 license

Depends on Matrix, glmnet, stats, ggplot2

Suggests knitr, markdown, formatR, doMC

See at CRAN