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:
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 = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- 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 2 years agofrom:414e71fe07. Checks:OK: 1 WARNING: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 03 2024 |
| R-4.5-linux | WARNING | Sep 03 2024 |
Exports:grad_hess_L_etagrad_hess_L_gammaNR_gammavariable_selection
Dependencies:clicodetoolscolorspacefansifarverforeachggplot2glmnetgluegtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppEigenrlangscalesshapesurvivaltibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Variable Selection in Sparse Multivariate GLARMA Models | MultiGlarmaVarSel-package MultiGlarmaVarSel |
| Gradient and Hessian of the log-likelihood with respect to eta | grad_hess_L_eta |
| Gradient and Hessian of the log-likelihood with respect to gamma | grad_hess_L_gamma |
| Newton-Raphson method for estimation of gamma | NR_gamma |
| Variable selection | variable_selection |
| Observation matrix Y | Y |