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