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 rug.nl>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: SparseTSCGM results

Downloads:

Reference manual: SparseTSCGM.pdf
Package source: SparseTSCGM_2.5.tar.gz
Windows binaries: r-devel: SparseTSCGM_2.5.zip, r-release: SparseTSCGM_2.5.zip, r-oldrel: SparseTSCGM_2.2.zip
OS X Mavericks binaries: r-release: SparseTSCGM_2.5.tgz, r-oldrel: SparseTSCGM_2.2.tgz
Old sources: SparseTSCGM archive

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