Introduction | Data | Initialization | Estimation of $\pmb{\gamma^{\star}}$ | Variable selection | Illustration of the estimation of $\pmb{\beta^{\star}}$
Package: GlarmaVarSel 1.0
Marina Gomtsyan
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), <arxiv:2007.08623v1>.
Authors:
GlarmaVarSel_1.0.tar.gz
GlarmaVarSel_1.0.tar.gz(r-4.7-any)GlarmaVarSel_1.0.tar.gz(r-4.6-any)
GlarmaVarSel_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
GlarmaVarSel/json (API)
| # Install 'GlarmaVarSel' in R: |
| install.packages('GlarmaVarSel', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- Y - Observation matrix Y
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:da79cec7d0. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 148 | ||
| source / vignettes | OK | 186 | ||
| linux-release-x86_64 | OK | 148 | ||
| wasm-release | OK | 120 |
Exports:grad_hess_betagrad_hess_gammaNR_gammavariable_selection
Dependencies:clicodetoolscpp11farverforeachggplot2glmnetgluegtableisobanditeratorslabelinglatticelifecycleMatrixR6RColorBrewerRcppRcppEigenrlangS7scalesshapesurvivalvctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Variable Selection in Sparse GLARMA Models | GlarmaVarSel-package GlarmaVarSel |
| Gradient and Hessian of the log-likelihood with respect to beta | grad_hess_beta |
| Gradient and Hessian of the log-likelihood with respect to gamma | grad_hess_gamma |
| Newton-Raphson method for estimation of gamma | NR_gamma |
| Variable selection | variable_selection |
| Observation matrix Y | Y |