Performs variable selection in sparse negative binomial GLARMA (Generalised Linear Autoregressive Moving Average) models. For further details we refer the reader to the paper Gomtsyan (2023), <doi:10.48550/arXiv.2307.00929>.
Version: | 1.0 |
Depends: | R (≥ 3.5.0), Matrix, glmnet, stats, MASS, mpath, ggplot2 |
Suggests: | knitr, markdown, formatR |
Published: | 2023-07-17 |
DOI: | 10.32614/CRAN.package.NBtsVarSel |
Author: | Marina Gomtsyan [aut, cre] |
Maintainer: | Marina Gomtsyan <mgomtsian at gmail.com> |
License: | GPL-2 |
NeedsCompilation: | no |
CRAN checks: | NBtsVarSel results |
Reference manual: | NBtsVarSel.pdf |
Vignettes: |
NBtsVarSel package |
Package source: | NBtsVarSel_1.0.tar.gz |
Windows binaries: | r-devel: NBtsVarSel_1.0.zip, r-release: NBtsVarSel_1.0.zip, r-oldrel: NBtsVarSel_1.0.zip |
macOS binaries: | r-release (arm64): NBtsVarSel_1.0.tgz, r-oldrel (arm64): NBtsVarSel_1.0.tgz, r-release (x86_64): NBtsVarSel_1.0.tgz, r-oldrel (x86_64): NBtsVarSel_1.0.tgz |
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