Package: MultiGlarmaVarSel 1.0

Marina Gomtsyan

MultiGlarmaVarSel: Variable Selection in Sparse Multivariate GLARMA Models

Performs variable selection in high-dimensional sparse GLARMA models. For further details we refer the reader to the paper Gomtsyan et al. (2022), <arxiv:2208.14721>.

Authors:Marina Gomtsyan

MultiGlarmaVarSel_1.0.tar.gz
MultiGlarmaVarSel_1.0.tar.gz(r-4.5-noble)MultiGlarmaVarSel_1.0.tar.gz(r-4.4-noble)
MultiGlarmaVarSel_1.0.tgz(r-4.4-emscripten)MultiGlarmaVarSel_1.0.tgz(r-4.3-emscripten)
MultiGlarmaVarSel.pdf |MultiGlarmaVarSel.html✨
MultiGlarmaVarSel/json (API)

# Install 'MultiGlarmaVarSel' in R:
install.packages('MultiGlarmaVarSel', repos = 'https://cloud.r-project.org')
Datasets:
  • Y - Observation matrix Y

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 1 stars 191 downloads 4 exports 36 dependencies

Last updated 3 years agofrom:414e71fe07. Checks:1 OK, 2 WARNING. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKApr 01 2025
R-4.5-linuxWARNINGApr 01 2025
R-4.4-linuxWARNINGApr 01 2025

Exports:grad_hess_L_etagrad_hess_L_gammaNR_gammavariable_selection

Dependencies:clicodetoolscolorspacefansifarverforeachggplot2glmnetgluegtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppEigenrlangscalesshapesurvivaltibbleutf8vctrsviridisLitewithr

MultiGlarmaVarSel package

Marina Gomtsyan

Rendered fromMultiGlarmaVarSel.Rmdusingknitr::knitron Apr 01 2025.

Last update: 2022-09-02
Started: 2022-09-02

Citation

To cite package ‘MultiGlarmaVarSel’ in publications use:

Gomtsyan M (2022). MultiGlarmaVarSel: Variable Selection in Sparse Multivariate GLARMA Models. R package version 1.0, https://CRAN.R-project.org/package=MultiGlarmaVarSel.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry: 

  @Manual{,
    title = {MultiGlarmaVarSel: Variable Selection in Sparse
      Multivariate GLARMA Models},
    author = {Marina Gomtsyan},
    year = {2022},
    note = {R package version 1.0},
    url = {https://CRAN.R-project.org/package=MultiGlarmaVarSel},
  }