GlarmaVarSel: Variable Selection in Sparse GLARMA Models

Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2020), <arXiv:2007.08623v1>.

Version: 1.0
Depends: R (≥ 3.5.0), Matrix, glmnet, stats, ggplot2
Suggests: knitr, markdown, formatR, doMC
Published: 2021-09-16
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

Documentation:

Reference manual: GlarmaVarSel.pdf
Vignettes: GlarmaVarSel package

Downloads:

Package source: GlarmaVarSel_1.0.tar.gz
Windows binaries: r-devel: GlarmaVarSel_1.0.zip, r-release: GlarmaVarSel_1.0.zip, r-oldrel: GlarmaVarSel_1.0.zip
macOS binaries: r-release (arm64): GlarmaVarSel_1.0.tgz, r-release (x86_64): GlarmaVarSel_1.0.tgz, r-oldrel: GlarmaVarSel_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=GlarmaVarSel to link to this page.