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MultiGlarmaVarSel: Variable Selection in Sparse Multivariate GLARMA Models

Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2022), <doi:10.48550/arXiv.2208.14721>.

Version:1.0
Depends:R (≥ 3.5.0),Matrix,glmnet, stats,ggplot2
Suggests:knitr,markdown,formatR
Published:2022-09-02
DOI:10.32614/CRAN.package.MultiGlarmaVarSel
Author:Marina Gomtsyan
Maintainer:Marina Gomtsyan <marina.gomtsyan at agroparistech.fr>
License:GPL-2
NeedsCompilation:no
In views:TimeSeries
CRAN checks:MultiGlarmaVarSel results

Documentation:

Reference manual:MultiGlarmaVarSel.html ,MultiGlarmaVarSel.pdf
Vignettes:MultiGlarmaVarSel package (source,R code)

Downloads:

Package source: MultiGlarmaVarSel_1.0.tar.gz
Windows binaries: r-devel:MultiGlarmaVarSel_1.0.zip, r-release:MultiGlarmaVarSel_1.0.zip, r-oldrel:MultiGlarmaVarSel_1.0.zip
macOS binaries: r-release (arm64):MultiGlarmaVarSel_1.0.tgz, r-oldrel (arm64):MultiGlarmaVarSel_1.0.tgz, r-release (x86_64):MultiGlarmaVarSel_1.0.tgz, r-oldrel (x86_64):MultiGlarmaVarSel_1.0.tgz

Linking:

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