ragt2ridges: Ridge Estimation of Vector Auto-Regressive (VAR) Processes

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

Version: 0.2.3
Depends: R (≥ 2.15.1), gRbase, igraph, rags2ridges
Imports: expm, fdrtool, graph, graphics, grDevices, marray, Matrix, methods, mvtnorm, RBGL, stats, utils
LinkingTo: Rcpp, RcppArmadillo
Published: 2016-10-12
Author: Wessel N. van Wieringen
Maintainer: Wessel N. van Wieringen <w.vanwieringen at vumc.nl>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/wvanwie/ragt2ridges
NeedsCompilation: yes
Citation: ragt2ridges citation info
Materials: NEWS
CRAN checks: ragt2ridges results


Reference manual: ragt2ridges.pdf
Package source: ragt2ridges_0.2.3.tar.gz
Windows binaries: r-devel: ragt2ridges_0.2.3.zip, r-release: ragt2ridges_0.2.3.zip, r-oldrel: ragt2ridges_0.2.3.zip
OS X Mavericks binaries: r-release: ragt2ridges_0.2.3.tgz, r-oldrel: not available
Old sources: ragt2ridges archive


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