MultiGlarmaVarSel

Variable Selection in Sparse Multivariate GLARMA Models

CRAN Package

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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  • Depends5 packages
  • Suggests3 packages