CRAN/E | SparseTSCGM

SparseTSCGM

Sparse Time Series Chain Graphical Models

Installation

About

Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models. Fentaw Abegaz and Ernst Wit (2013) doi:10.1093/biostatistics/kxt005.

Key Metrics

Version 4.0
R ≥ 3.3.2
Published 2021-01-13 1193 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks SparseTSCGM results

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Maintainer

Maintainer

Fentaw Abegaz

f.abegaz.yazew@rug.nl

Authors

Fentaw Abegaz

aut / cre

Ernst Wit

aut

Material

Reference manual
Package source

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

Old Sources

SparseTSCGM archive

Depends

R ≥ 3.3.2

Imports

glasso
longitudinal
huge
MASS
mvtnorm
network
abind
stats