VARshrink
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Software:143158
CRANVARshrinkMaRDI QIDQ143158FDOQ143158
Shrinkage Estimation Methods for Vector Autoregressive Models
Last update: 9 October 2019
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.3.1
- Learning causal networks from systems biology time course data: an effective model selection procedure for the vector autoregressive process
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- Bayesian Estimates for Vector Autoregressive Models
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