nets: Network Estimation for Time Series

Sparse VAR estimation based on LASSO.

Version: 0.8
Imports: stats, igraph
Published: 2016-03-04
Author: Christian Brownlees
Maintainer: Christian Brownlees <christian.brownlees at upf.edu>
License: GPL-2 | GPL-3 [expanded from: GPL]
URL: https://github.com/ctbrownlees/R-Package-nets
NeedsCompilation: yes
Materials: README ChangeLog
In views: TimeSeries
CRAN checks: nets results

Downloads:

Reference manual: nets.pdf
Package source: nets_0.8.tar.gz
Windows binaries: r-devel: nets_0.8.zip, r-release: nets_0.8.zip, r-oldrel: nets_0.8.zip
OS X Snow Leopard binaries: r-release: nets_0.8.tgz, r-oldrel: nets_0.1.tgz
OS X Mavericks binaries: r-release: nets_0.8.tgz
Old sources: nets archive