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SparseTSCGM: Sparse Time Series Chain Graphical Models

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>.

Version: 4.1
Depends: R (≥ 3.5.0)
Imports: glasso, longitudinal, huge, MASS, mvtnorm, network, abind, stats
Published: 2026-01-09
DOI: 10.32614/CRAN.package.SparseTSCGM
Author: Fentaw Abegaz [aut, cre], Ernst Wit [aut]
Maintainer: Fentaw Abegaz <fentawabegaz at yahoo.com>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: SparseTSCGM results

Documentation:

Reference manual: SparseTSCGM.html , SparseTSCGM.pdf

Downloads:

Package source: SparseTSCGM_4.1.tar.gz
Windows binaries: r-devel: SparseTSCGM_4.1.zip, r-release: SparseTSCGM_4.1.zip, r-oldrel: SparseTSCGM_4.1.zip
macOS binaries: r-release (arm64): SparseTSCGM_4.1.tgz, r-oldrel (arm64): SparseTSCGM_4.1.tgz, r-release (x86_64): SparseTSCGM_4.1.tgz, r-oldrel (x86_64): SparseTSCGM_4.1.tgz
Old sources: SparseTSCGM archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SparseTSCGM to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.