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SparseTSCGM (version 1.0)

Sparse time series chain graphical models

Description

Compute and plot sparse autoregressive coefficient and precision matrices for time series chain graphical models.

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Version

Install

install.packages('SparseTSCGM')

Monthly Downloads

228

Version

1.0

License

GPL (>= 3)

Maintainer

Fentaw Abegaz

Last Published

May 24th, 2013

Functions in SparseTSCGM (1.0)

sparse.tscgm

Sparse time series chain graphical models
SparseTSCGM-package

Sparse time series chain graphical models.
sim.data

Simulation from first order autoregressive time series chain graphical models