Sparse Time Series Chain Graphical Models

Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models. Fentaw Abegaz and Ernst Wit (2013) .


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install.packages("SparseTSCGM")

4.0 by Fentaw Abegaz, 3 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