r-SparseTSCGM

Description

Sparse Time Series Chain Graphical Models.

Description

Computes sparse vector autoregressive coefficients and sparse precision matrices for time series chain graphical models. Methods are described in Abegaz and Wit (2013) <doi:10.1093/biostatistics/kxt005>.

Metadata

Version

5.0

License

Unknown

Platforms (80)

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none

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aarch64-darwin
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aarch64-none
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arc-linux
arm-none
armv5tel-linux
armv6l-linux
armv6l-netbsd
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armv7a-linux
armv7a-netbsd
armv7l-linux
armv7l-netbsd
avr-none
i686-cygwin
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javascript-ghcjs
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Platforms80 (80)

Platforms (80)