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nets (version 0.9.1)
Network Estimation for Time Series
Description
Sparse VAR estimation based on LASSO.
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Version
0.9.1
0.9
0.8
0.1
Install
install.packages('nets')
Monthly Downloads
294
Version
0.9.1
License
GPL
Issues
1
Pull Requests
0
Stars
8
Forks
5
Repository
https://github.com/ctbrownlees/R-Package-nets
Maintainer
Christian Brownlees
Last Published
October 27th, 2020
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nets
Network Estimation for Time Series
nets-package
Network Estimator for Time Series