CRAN/E | GlarmaVarSel

GlarmaVarSel

Variable Selection in Sparse GLARMA Models

Installation

About

Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2020), .

Key Metrics

Version 1.0
R ≥ 3.5.0
Published 2021-09-16 925 days ago
Needs compilation? no
License GPL-2
CRAN checks GlarmaVarSel results

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Maintainer

Maintainer

Marina Gomtsyan

marina.gomtsyan@agroparistech.fr

Authors

M. Gomtsyan
C. Levy-Leduc
S. Ouadah
L. Sansonnet

Material

Reference manual
Package source

In Views

TimeSeries

Vignettes

GlarmaVarSel package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.5.0
Matrix
glmnet
stats
ggplot2

Suggests

knitr
markdown
formatR
doMC