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), .


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install.packages("GlarmaVarSel")

1.0 by Marina Gomtsyan, a month ago


Browse source code at https://github.com/cran/GlarmaVarSel


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