GlarmaVarSel

cranv1.0

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>.

License GPL-2strong copyleft0 versions1 maintainers4 deps83 weekly dl
https://CRAN.R-project.org/package=GlarmaVarSel
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First published · 2021-09-16 09:26:36

Last updated · 2021-09-16T06:40:02+00:00