Sparse Time Series Chain Graphical Models

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


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install.packages("SparseTSCGM")

2.5 by Fentaw Abegaz, 2 years ago


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


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