SparseTSCGM: Sparse time series chain graphical models

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

Version: 2.1.1
Depends: R (≥ 3.0.2)
Imports: glasso, longitudinal, flare, MASS, mvtnorm, network, abind
Published: 2014-08-21
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_2.1.1.tar.gz
Windows binaries: r-devel: SparseTSCGM_2.1.1.zip, r-release: SparseTSCGM_2.1.1.zip, r-oldrel: SparseTSCGM_2.1.1.zip
OS X Snow Leopard binaries: r-release: not available, r-oldrel: not available
OS X Mavericks binaries: r-release: SparseTSCGM_2.1.1.tgz
Old sources: SparseTSCGM archive