GlarmaVarSel: Variable Selection in Sparse GLARMA Models (original) (raw)
Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2020), <doi:10.48550/arXiv.2007.08623>.
| Version: | 1.0 |
|---|---|
| Depends: | R (≥ 3.5.0), Matrix, glmnet, stats, ggplot2 |
| Suggests: | knitr, markdown, formatR, doMC |
| Published: | 2021-09-16 |
| DOI: | 10.32614/CRAN.package.GlarmaVarSel |
| Author: | M. Gomtsyan, C. Levy-Leduc, S. Ouadah, L. Sansonnet |
| Maintainer: | Marina Gomtsyan <marina.gomtsyan at agroparistech.fr> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | GlarmaVarSel results |
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