SparseTSCGM: Sparse Time Series Chain Graphical Models

Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models.

Version: 2.5
Depends: R (≥ 3.3.2)
Imports: glasso, QUIC, longitudinal, flare, MASS, mvtnorm, network, abind, stats
Published: 2016-11-07
Author: Fentaw Abegaz and Ernst Wit
Maintainer: Fentaw Abegaz <f.abegaz.yazew at>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: SparseTSCGM results


Reference manual: SparseTSCGM.pdf
Package source: SparseTSCGM_2.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: SparseTSCGM_2.5.tgz, r-oldrel: SparseTSCGM_2.5.tgz
Old sources: SparseTSCGM archive


Please use the canonical form to link to this page.