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SparseTSCGM

Sparse Time Series Chain Graphical Models

v5.0 · Mar 19, 2026 · GPL (>= 3)

Description

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>.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 19, 2026

Dependency Network

Dependencies Reverse dependencies glasso longitudinal huge MASS mvtnorm network abind SparseTSCGM

Version History

new 5.0 Mar 19, 2026