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 rug.nl> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | SparseTSCGM results |
| Reference manual: | SparseTSCGM.pdf |
| Package source: | SparseTSCGM_2.5.tar.gz |
| Windows binaries: | r-devel: SparseTSCGM_2.5.zip, r-devel-gcc8: SparseTSCGM_2.5.zip, r-release: SparseTSCGM_2.5.zip, r-oldrel: SparseTSCGM_2.5.zip |
| OS X binaries: | r-release: SparseTSCGM_2.5.tgz, r-oldrel: SparseTSCGM_2.5.tgz |
| Old sources: | SparseTSCGM archive |
| Reverse imports: | psychNET |
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