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SparseTSCGM

Sparse Time Series Chain Graphical Models

Computes sparse vector autoregressive coefficients and sparse precision matrices for time series chain graphical models. Methods are described in Abegaz and Wit (2013) <doi:10.1093/biostatistics/kxt005>.

Versions across snapshots

VersionRepositoryFileSize
5.0 rolling linux/jammy R-4.5 SparseTSCGM_5.0.tar.gz 77.9 KiB
5.0 rolling linux/noble R-4.5 SparseTSCGM_5.0.tar.gz 77.8 KiB
5.0 rolling source/ R- SparseTSCGM_5.0.tar.gz 25.5 KiB
5.0 latest linux/jammy R-4.5 SparseTSCGM_5.0.tar.gz 77.9 KiB
5.0 latest linux/noble R-4.5 SparseTSCGM_5.0.tar.gz 77.8 KiB
5.0 latest source/ R- SparseTSCGM_5.0.tar.gz 25.5 KiB
5.0 2026-04-26 source/ R- SparseTSCGM_5.0.tar.gz 25.5 KiB
5.0 2026-04-23 source/ R- SparseTSCGM_5.0.tar.gz 25.5 KiB
5.0 2026-04-09 windows/windows R-4.5 SparseTSCGM_5.0.zip 84.8 KiB

Dependencies (latest)

Imports