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) .


Reference manual

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4.0 by Fentaw Abegaz, 8 months ago

Browse source code at

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