Network Estimation for Time Series

Sparse VAR estimation based on LASSO.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("nets")

0.9.1 by Christian Brownlees, a year ago


https://github.com/ctbrownlees/R-Package-nets


Browse source code at https://github.com/cran/nets


Authors: Christian Brownlees


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL license


Imports stats, igraph


See at CRAN