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ragt2ridges (version 0.1.9)

Ridge Estimation of the Vector Auto-Regressive (VAR) Processes

Description

Ridge maximum likelihood estimation of vector auto-regressive processes and supporting functions for their exploitation.

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Install

install.packages('ragt2ridges')

Monthly Downloads

25

Version

0.1.9

License

GPL (>= 2)

Maintainer

Wessel van Wieringen

Last Published

May 10th, 2016

Functions in ragt2ridges (0.1.9)

array2longitudinal

Convert a time-series array to a longitudinal-object.
CIGofVAR1

Conditional independence graphs of the VAR(1) model
impulseResponseVAR1

Impulse response analysis of the VAR(1) model
graphVAR1

Graphs of the temporal (or contemporaneous) relations implied by the VAR(1) model
dataVAR1

Sample data from a VAR(1) model
sparsifyVAR1

Function that determines the null and non-null elements of $\mathbf{A}$
support4ridgeP

Support of the adjacency matrix to cliques and separators.
createA

Generation of the VAR(1) autoregressive coefficient matrix.
longitudinal2array

Convert a longitudinal object into an array.
ridgePathVAR1

Visualize the ridge regularization paths of the parameters of the VAR(1) model
optPenaltyVAR1

Automatic penalty parameter selection for the VAR(1) model.
optPenaltyPchordal

Automatic search for penalty parameter of ridge precision estimator
centerVAR1data

Zero-centering of time-course data
ridgeVAR1

Ridge ML estimation of the VAR(1) model
nodeStatsVAR1

VAR(1) model node statistics
ragt2ridges-package

Ridge Estimation of the Vector Auto-Regressive (VAR) Processes
evaluateVAR1fit

Visualize the fit of a VAR(1) model
ridgePchordal

Ridge estimation for high-dimensional precision matrices with known support
loglikVAR1

Log-likelihood of the VAR(1) model.
hpvP53

Time-course P53 pathway data
plotVAR1data

Time series plot
loglikLOOCVVAR1

Leave-one-out (minus) cross-validated log-likelihood of VAR(1) model
loglikLOOCVcontourVAR1

Contourplot of LOOCV log-likelihood of VAR(1) model
mutualInfoVAR1

Mutual information analysis of the VAR(1) model