This packages provides and implementation of the Smooth Incremental Graphical Lasso Estimation (SINGLE) which can be used to estimate dynamic networks from non-stationary time series data.
Version: | 1.3 |
Depends: | flsa, igraph, dse, Matrix, R (≥ 2.10.1) |
Published: | 2014-05-28 |
Author: | Ricardo Pio Monti, Christoforos Anagnostopoulos and Giovanni Montana |
Maintainer: | Ricardo Pio Monti <ricardo.monti08 at gmail.com> |
License: | GPL-2 |
NeedsCompilation: | no |
CRAN checks: | SINGLE results |
Reference manual: | SINGLE.pdf |
Vignettes: |
An R package for the SINGLE algorithm |
Package source: | SINGLE_1.3.tar.gz |
Windows binaries: | r-devel: SINGLE_1.3.zip, r-release: SINGLE_1.3.zip, r-oldrel: SINGLE_1.3.zip |
OS X Snow Leopard binaries: | r-release: SINGLE_1.3.tgz, r-oldrel: SINGLE_1.3.tgz |
OS X Mavericks binaries: | r-release: SINGLE_1.3.tgz |
Old sources: | SINGLE archive |