SparseTSCGM4.1 package

Sparse Time Series Chain Graphical Models

plot.tscgm.ar2

Plot method for tscgm.ar2 objects

plot.tscgm

Plot method for tscgm objects

print.tscgm

Print method for tscgm objects

sim.data

Multivariate time series simulation with chain graphical models

sparse.tscgm

Sparse time series chain graphical models

SparseTSCGM-package

Sparse Time Series Chain Graphical Models.

summary.tscgm

Summary method for tscgm objects

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Computes sparse vector autoregressive coefficients and sparse precision matrices for time series chain graphical models. Methods are described in Abegaz and Wit (2013) <doi:10.1093/biostatistics/kxt005>.

  • Maintainer: Fentaw Abegaz
  • License: GPL (>= 3)
  • Last published: 2026-01-09