SparseTSCGM: Sparse Time Series Chain Graphical Models

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

Version: 2.2
Depends: R (≥ 3.1.2)
Imports: glasso, longitudinal, flare, MASS, mvtnorm, network, abind, stats
Published: 2015-07-16
Author: Fentaw Abegaz and Ernst Wit
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_2.2.tar.gz
Windows binaries: r-devel: SparseTSCGM_2.2.zip, r-release: SparseTSCGM_2.2.zip, r-oldrel: SparseTSCGM_2.2.zip
OS X Snow Leopard binaries: r-release: SparseTSCGM_2.2.tgz, r-oldrel: SparseTSCGM_2.1.1.tgz
OS X Mavericks binaries: r-release: SparseTSCGM_2.2.tgz
Old sources: SparseTSCGM archive