SparseTSCGM: Sparse Time Series Chain Graphical Models

Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models. Fentaw Abegaz and Ernst Wit (2013) <doi:10.1093/biostatistics/kxt005>.

Version: 4.0
Depends: R (≥ 3.3.2)
Imports: glasso, longitudinal, huge, MASS, mvtnorm, network, abind, stats
Published: 2021-01-13
Author: Fentaw Abegaz [aut, cre], Ernst Wit [aut]
Maintainer: Fentaw Abegaz <f.abegaz.yazew at rug.nl>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: SparseTSCGM results

Downloads:

Reference manual: SparseTSCGM.pdf
Package source: SparseTSCGM_4.0.tar.gz
Windows binaries: r-devel: SparseTSCGM_4.0.zip, r-release: SparseTSCGM_4.0.zip, r-oldrel: SparseTSCGM_4.0.zip
macOS binaries: r-release (arm64): SparseTSCGM_4.0.tgz, r-release (x86_64): SparseTSCGM_4.0.tgz, r-oldrel: SparseTSCGM_4.0.tgz
Old sources: SparseTSCGM archive

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