Computes sparse vector autoregressive coefficients and sparse precision matrices for time series chain graphical models. Methods are described in Abegaz and Wit (2013) .
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5.0 by Fentaw Abegaz, 7 months ago
Browse source code at https://github.com/cran/SparseTSCGM
Authors: Fentaw Abegaz [aut, cre] , Ernst Wit [aut]
Documentation: PDF Manual
GPL (>= 3) license
Imports glasso, longitudinal, huge, MASS, mvtnorm, network, abind, stats
See at CRAN