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>
License: GPL-2
NeedsCompilation: no
In views: TimeSeries
CRAN checks: MultiGlarmaVarSel results


Reference manual: MultiGlarmaVarSel.pdf
Vignettes: MultiGlarmaVarSel package


Package source: MultiGlarmaVarSel_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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


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