SparseTSCGM (version 4.0)

Sparse Time Series Chain Graphical Models

Description

Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models. Fentaw Abegaz and Ernst Wit (2013) .

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Install

install.packages('SparseTSCGM')

Monthly Downloads

181

Version

4.0

License

GPL (>= 3)

Maintainer

Last Published

January 13th, 2021

Functions in SparseTSCGM (4.0)