ntwk: Statistical Inference for Network Time Series

Statistical inference tools for network time series, including implementation of the Graph Ornstein-Uhlenbeck ('GrOU') model and sparse AR-like regression on irregularly-spaced data (Courgeau and Veraart (2020) <arXiv:2005.12720>; Courgeau and Veraart <arXiv:2008.10930>). It also handles jumps and Levy-type driving noises through Wiener-Poisson mixtures and Generalised Hyperbolic distributions.

Version: 1.0.0
Imports: assertthat (≥ 0.2.1), copCAR, ghyp, Matrix, mvtnorm, pracma, stats, zoo
Suggests: igraph, knitr, numDeriv, rmarkdown, spelling, testthat (≥ 3.0.0)
Published: 2021-09-13
Author: Valentin Courgeau ORCID iD [aut, cre, cph]
Maintainer: Valentin Courgeau <val.courgeau at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: no
Language: en-GB
Materials: README
CRAN checks: ntwk results


Reference manual: ntwk.pdf
Package source: ntwk_1.0.0.tar.gz
Windows binaries: r-devel: ntwk_1.0.0.zip, r-release: ntwk_1.0.0.zip, r-oldrel: ntwk_1.0.0.zip
macOS binaries: r-release (arm64): not available, r-release (x86_64): ntwk_1.0.0.tgz, r-oldrel: ntwk_1.0.0.tgz


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