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MultiGlarmaVarSel  

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


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

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

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



Attach the package and use:
library("MultiGlarmaVarSel")
Maintained by
Marina Gomtsyan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-09-02
Latest Update: 2022-09-02
Description:
Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2022), .
How to cite:
Marina Gomtsyan (2022). MultiGlarmaVarSel: Variable Selection in Sparse Multivariate GLARMA Models. R package version 1.0, https://cran.r-project.org/web/packages/MultiGlarmaVarSel. Accessed 25 Aug. 2026.
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Complete documentation for MultiGlarmaVarSel
Functions, R codes and Examples using the MultiGlarmaVarSel R package
Some associated functions: MultiGlarmaVarSel-package . NR_gamma . Y . grad_hess_L_eta . grad_hess_L_gamma . variable_selection . 
Some associated R codes: NR_gamma.R . grad_hess_L_eta.R . grad_hess_L_gamma.R . variable_selection.R .  Full MultiGlarmaVarSel package functions and examples
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