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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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Version

Install

install.packages('SparseTSCGM')

Monthly Downloads

228

Version

2.2

License

GPL (>= 3)

Maintainer

Fentaw Abegaz

Last Published

July 16th, 2015

Functions in SparseTSCGM (2.2)

plot.tscgm

Plot sparse.tscgm objects from fitting chain graphical models with vector autoregressive process of order 2.
sim.data

Multivariate time series simulation with chain graphical models
SparseTSCGM-package

Sparse Time Series Chain Graphical Models.
sparse.tscgm

Sparse time series chain graphical models
plot.tscgm.ar2

Plot sparse.tscgm objects from fitting chain graphical models with vector autoregressive process of order 2.
mammary

Microarray gene expression time course data for mammary gland development in mice
summary.tscgm

Summary - S3 Method for Class 'sparse.tscgm'
print.tscgm

Print summary - S3 Method for Class 'sparse.tscgm'.