SparseTSCGM

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MaRDI QIDQ7379794CRANFDO


Authors Fentaw Abegaz, Ernst Wit

Last update 19 March 2026

Copyright license GNU General Public License

Software version identifier PACKAGES.rds, 1.0, 2.0, 2.1.1, 2.2, 2.5, 3.0, 4.0, 4.1, 5.0


Description

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>.


Cites work





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