R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
ragt2ridges
View on CRAN: Click
here
Download and install ragt2ridges package within the R console
Install from CRAN:
install.packages("ragt2ridges")
Install from Github:
library("remotes")
install_github("cran/ragt2ridges")
Install by package version:
library("remotes")
install_version("ragt2ridges", "0.3.4")
Attach the package and use:
library("ragt2ridges")
Maintained by
Wessel N. van Wieringen
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
First Published: 2016-05-10
Latest Update: 2020-01-28
Description:
The ragt2ridges-package provides ridge maximum likelihood estimation of vector auto-regressive processes: the VAR(1), VAR(2) and VARX(1) model (more to be added). Prior knowledge may be incorporated in the estimation through a) specification of the edges believed to be absent in the time series chain graph, and b) a shrinkage target towards which the parameter estimate is shrunken for large penalty parameter values. Estimation functionality is accompanied by methodology for penalty parameter selection. In addition, the package offers supporting functionality for the exploitation of estimated models. Among others, i) a procedure to infer the support of the non-sparse ridge estimate (and thereby of the time series chain graph) is implemented, ii) a table of node-wise network summary statistics, iii) mutual information analysis, and iv) impulse response analysis. Cf. Miok et al. (2017) and Miok et al. (2019) for details on the implemented methods.
How to cite:
Wessel N. van Wieringen (2016). ragt2ridges: Ridge Estimation of Vector Auto-Regressive (VAR) Processes. R package version 0.3.4, https://cran.r-project.org/web/packages/ragt2ridges. Accessed 11 Apr. 2025.
Previous versions and publish date:
Other packages that cited ragt2ridges R package
View ragt2ridges citation profile
Other R packages that ragt2ridges depends,
imports, suggests or enhances
Functions, R codes and Examples using
the ragt2ridges R package
Some associated functions: CIGofVAR1 . CIGofVAR2 . array2longitudinal . centerVAR1data . createA . dataVAR1 . dataVAR2 . dataVARX1 . evaluateVAR1fit . graphVAR1 . graphVAR2 . graphVARX1 . hpvP35 . impulseResponseVAR1 . impulseResponseVAR2 . impulseResponseVARX1 . loglikLOOCVVAR1 . loglikLOOCVVAR1fused . loglikLOOCVVAR2 . loglikLOOCVVARX1 . loglikLOOCVcontourVAR1 . loglikLOOCVcontourVAR1fused . loglikLOOCVcontourVAR2 . loglikLOOCVcontourVARX1 . loglikVAR1 . longitudinal2array . motifStatsVAR1 . mutualInfoVAR1 . mutualInfoVAR2 . nodeStatsVAR1 . nodeStatsVAR2 . optPenaltyVAR1 . optPenaltyVAR1fused . optPenaltyVAR2 . optPenaltyVARX1 . plotVAR1data . pruneMotifStats . ragt2ridges-package . ridgePathVAR1 . ridgeVAR1 . ridgeVAR1fused . ridgeVAR2 . ridgeVARX1 . sparsifyVAR1 . sparsifyVAR2 . sparsifyVARX1 .
Some associated R codes: RcppExports.R . createA.R . Full ragt2ridges package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
extrafrail
Provide estimation and data generation tools for some new multivariate frailty models.
This version ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Diego Gallardo (view profile)
Rwtss
Allows remote access to satellite image time
series provided by the web time series service (WTSS) ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Felipe Souza (view profile)
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
multIntTestFunc
Provides implementations of functions that can be used to
test multivariate integration routines. T ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Klaus Herrmann (view profile)
GenAlgo
Defines classes and methods that can be used
to implement genetic algorithms for feature selection. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Kevin R. Coombes (view profile)
24,012
R Packages
207,311
Dependencies
64,867
Author Associations
24,013
Publication Badges
