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SparseTSCGM  

Sparse Time Series Chain Graphical Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("SparseTSCGM", "4.0")



Attach the package and use:
library("SparseTSCGM")
Maintained by
Fentaw Abegaz
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-05-24
Latest Update: 2021-01-13
Description:
Computes sparse vector autoregressive coefficients and precision matrices for time series chain graphical models. Fentaw Abegaz and Ernst Wit (2013) <doi:10.1093/biostatistics/kxt005>.
How to cite:
Fentaw Abegaz (2013). SparseTSCGM: Sparse Time Series Chain Graphical Models. R package version 4.0, https://cran.r-project.org/web/packages/SparseTSCGM. Accessed 07 Apr. 2025.
Previous versions and publish date:
1.0 (2013-05-24 15:38), 2.0 (2014-01-31 17:43), 2.1.1 (2014-08-21 06:43), 2.2 (2015-07-16 14:24), 2.5 (2016-11-07 00:32), 3.0 (2020-05-24 17:40), 4.0 (2021-01-13 12:10)
Other packages that cited SparseTSCGM R package
View SparseTSCGM citation profile
Other R packages that SparseTSCGM depends, imports, suggests or enhances
Complete documentation for SparseTSCGM
Functions, R codes and Examples using the SparseTSCGM R package
Some associated functions: SparseTSCGM-package . mammary . plot.tscgm.ar2 . plot.tscgm . print.summary . sim.data . sparse.tscgm . summary.tscgm . 
Some associated R codes: compute.sparse.tscgm.R . lam.generate.R . lambda.seq.R . plot.tscgm.R . pre.tscgm.R . print.tscgm.R . rblasso.R . sparse.tscgm.R . sparse.tscgm.bic.R . summary.tscgm.R .  Full SparseTSCGM package functions and examples
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