Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models. Fentaw Abegaz and Ernst Wit (2013) .
It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.
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