GlarmaVarSel: Variable Selection in Sparse GLARMA Models

Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2020), <doi:10.48550/arXiv.2007.08623>.

Version:	1.0
Depends:	R (≥ 3.5.0), Matrix, glmnet, stats, ggplot2
Suggests:	knitr, markdown, formatR, doMC
Published:	2021-09-16
DOI:	10.32614/CRAN.package.GlarmaVarSel
Author:	M. Gomtsyan, C. Levy-Leduc, S. Ouadah, L. Sansonnet
Maintainer:	Marina Gomtsyan <marina.gomtsyan at agroparistech.fr>
License:	GPL-2
NeedsCompilation:	no
In views:	TimeSeries
CRAN checks:	GlarmaVarSel results

Documentation:

Reference manual:	GlarmaVarSel.pdf
Vignettes:	GlarmaVarSel package

Downloads:

Package source:	GlarmaVarSel_1.0.tar.gz
Windows binaries:	r-devel: GlarmaVarSel_1.0.zip, r-release: GlarmaVarSel_1.0.zip, r-oldrel: GlarmaVarSel_1.0.zip
macOS binaries:	r-release (arm64): GlarmaVarSel_1.0.tgz, r-oldrel (arm64): GlarmaVarSel_1.0.tgz, r-release (x86_64): GlarmaVarSel_1.0.tgz, r-oldrel (x86_64): GlarmaVarSel_1.0.tgz

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