MultiGlarmaVarSel1.0 package

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>.

  • Maintainer: Marina Gomtsyan
  • License: GPL-2
  • Last published: 2022-09-02