Sparse Time Series Chain Graphical Models

Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models.


Reference manual

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2.5 by Fentaw Abegaz, 2 years ago

Browse source code at

Authors: Fentaw Abegaz and Ernst Wit

Documentation:   PDF Manual  

GPL (>= 3) license

Imports glasso, QUIC, longitudinal, flare, MASS, mvtnorm, network, abind, stats

See at CRAN