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 = 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.

2.00 score 2 scripts 166 downloads 4 exports 36 dependencies

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

Target	Result	Date
Doc / Vignettes	OK	Nov 02 2024
R-4.5-linux	WARNING	Nov 02 2024

Exports:grad_hess_L_eta grad_hess_L_gamma NR_gamma variable_selection

Dependencies:cli codetools colorspace fansi farver foreach ggplot2 glmnet glue gtable isoband iterators labeling lattice lifecycle magrittr MASS Matrix mgcv munsell nlme pillar pkgconfig R6 RColorBrewer Rcpp RcppEigen rlang scales shape survival tibble utf8 vctrs viridisLite withr

MultiGlarmaVarSel package

Marina Gomtsyan

Rendered fromMultiGlarmaVarSel.Rmdusingknitr::knitron Nov 02 2024.

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

Citation

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