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), <doi:10.48550/arXiv.2007.08623>.

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>
License: GPL-2
NeedsCompilation: no
In views: TimeSeries
CRAN checks: GlarmaVarSel results


Reference manual: GlarmaVarSel.pdf
Vignettes: GlarmaVarSel package


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


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