node_mle_long

times

data

thresholds

Batch size/divisor to avoid large memory allocation.

String to indicate
the form of the output: <code>vector</code> or <code>matrix</code>.

output

Constructs the Node MLE with jump thresholding

Statistical inference tools for network time series,
including implementation of the Graph Ornstein-Uhlenbeck ('GrOU')
model and sparse AR-like regression on irregularly-spaced data
(Courgeau and Veraart (2020) <arXiv:2005.12720>; Courgeau and Veraart
<arXiv:2008.10930>). It also handles jumps and Levy-type driving
noises through Wiener-Poisson mixtures and Generalised Hyperbolic
distributions.

node_mle_long: Constructs the Node MLE with jump thresholding

Description

Usage

Arguments

Value