Package: ragt2ridges
Type: Package
Title: Ridge Estimation of Vector Auto-Regressive (VAR) Processes
Version: 0.2.3
Date: 2016-09-30
Author: Wessel N. van Wieringen <w.vanwieringen@vumc.nl>
Maintainer: Wessel N. van Wieringen <w.vanwieringen@vumc.nl>
Description: Ridge maximum likelihood estimation of vector auto-regressive processes and supporting functions for their exploitation.
License: GPL (>= 2)
LazyLoad: yes
URL: https://github.com/wvanwie/ragt2ridges
Depends: R (>= 2.15.1), gRbase, igraph, rags2ridges,
Imports: expm, fdrtool, graph, graphics, grDevices, marray, Matrix,
        methods, mvtnorm, RBGL, stats, utils
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2016-10-12 18:43:52 UTC; wessel
Repository: CRAN
Date/Publication: 2016-10-12 23:59:17
