Variable Selection in Sparse GLARMA Models
tools:::Rd_package_title("GlarmaVarSel")
Gradient and Hessian of the log-likelihood with respect to beta
Gradient and Hessian of the log-likelihood with respect to gamma
Newton-Raphson method for estimation of gamma
Variable selection
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>.