MultiGlarmaVarSel
Variable Selection in Sparse Multivariate GLARMA Models
Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2022),
- Version1.0
- R version≥ 3.5.0
- LicenseGPL-2
- Needs compilation?No
- Last release09/02/2022
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Team
Marina Gomtsyan
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- Depends5 packages
- Suggests3 packages