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GlarmaVarSel  

Variable Selection in Sparse GLARMA Models
View on CRAN: Click here


Download and install GlarmaVarSel package within the R console
Install from CRAN:
install.packages("GlarmaVarSel")

Install from Github:
library("remotes")
install_github("cran/GlarmaVarSel")

Install by package version:
library("remotes")
install_version("GlarmaVarSel", "1.0")



Attach the package and use:
library("GlarmaVarSel")
Maintained by
Marina Gomtsyan
[Scholar Profile | Author Map]
First Published: 2021-09-16
Latest Update: 2021-09-16
Description:
Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2020), .
How to cite:
Marina Gomtsyan (2021). GlarmaVarSel: Variable Selection in Sparse GLARMA Models. R package version 1.0, https://cran.r-project.org/web/packages/GlarmaVarSel. Accessed 20 Feb. 2025.
Previous versions and publish date:
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Complete documentation for GlarmaVarSel
Functions, R codes and Examples using the GlarmaVarSel R package
Some associated functions: GlarmaVarSel-package . NR_gamma . Y . grad_hess_beta . grad_hess_gamma . variable_selection . 
Some associated R codes: NR_gamma.R . grad_hess_beta.R . grad_hess_gamma.R . variable_selection.R .  Full GlarmaVarSel package functions and examples
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