nets: Network Estimation for Time Series

Sparse VAR estimation based on LASSO.

Version: 0.9.1
Imports: stats, igraph
Published: 2020-10-27
Author: Christian Brownlees
Maintainer: Christian Brownlees <christian.brownlees at upf.edu>
License: GPL-2 | GPL-3 [expanded from: GPL]
URL: https://github.com/ctbrownlees/R-Package-nets
NeedsCompilation: yes
Materials: README ChangeLog
In views: TimeSeries
CRAN checks: nets results

Documentation:

Reference manual: nets.pdf

Downloads:

Package source: nets_0.9.1.tar.gz
Windows binaries: r-devel: nets_0.9.1.zip, r-release: nets_0.9.1.zip, r-oldrel: nets_0.9.1.zip
macOS binaries: r-release (arm64): nets_0.9.1.tgz, r-oldrel (arm64): nets_0.9.1.tgz, r-release (x86_64): nets_0.9.1.tgz, r-oldrel (x86_64): nets_0.9.1.tgz
Old sources: nets archive

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