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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
129
Version
0.1.9
License
GPL (>= 2)
Maintainer
Wessel van Wieringen
Last Published
May 10th, 2016
Functions in ragt2ridges (0.1.9)
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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