MultiGlarmaVarSel (version 1.0)

MultiGlarmaVarSel-package: tools:::Rd_package_title("MultiGlarmaVarSel")

Description

MultiGlarmaVarSel consists of four functions: "variable_selection.R", "grad_hess_L_gamma.R", "grad_hess_L_eta.R", and "NR_gamma.R" For further information on how to use these functions, we refer the reader to the vignette of the package.

Author

Marina Gomtsyan

Maintainer: Marina Gomtsyan <[e-mail]>

Details

This package consists of four functions: "variable_selection.R", "grad_hess_L_gamma.R", "grad_hess_L_eta.R" and "NR_gamma.R" For further information on how to use these functions, we refer the reader to the vignette of the package.

References

M. Gomtsyan et al. "Variable selection in sparse multivariate GLARMA models: Application to germination control by environment", arXiv:2208.14721

Examples

data(Y)
I=3
J=100
T=dim(Y)[2]
q=1
X=matrix(0,nrow=(I*J),ncol=I)
for (i in 1:I)
{
  X[((i-1)*J+1):(i*J),i]=rep(1,J)
}
gamma_0 = matrix(0, nrow = 1, ncol = q)
result=variable_selection(Y, X, gamma_0, k_max=1, 
n_iter=100, method="min", nb_rep_ss=1000, threshold=0.6)
estim_active = result$estim_active
eta_est = result$eta_est
gamma_est = result$gamma_est