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SparseTSCGM (version 2.2)

Sparse Time Series Chain Graphical Models

Description

Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models.

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Install

install.packages('SparseTSCGM')

Monthly Downloads

175

Version

2.2

License

GPL (>= 3)

Maintainer

Last Published

July 16th, 2015

Functions in SparseTSCGM (2.2)