ragt2ridges

swMATH19497CRANragt2ridgesMaRDI QIDQ31324

Ridge Estimation of Vector Auto-Regressive (VAR) Processes

Wessel N. van Wieringen

Last update: 28 January 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.9, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.3.0, 0.3.1, 0.3.2, 0.3.3, 0.3.4

Source code repository: https://github.com/cran/ragt2ridges

Cites work

• Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data
• Ridge estimation of network models from time-course omics data

Related Items (3)

The Generalized Ridge Estimator of the Inverse Covariance Matrix ⋮ Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data ⋮ Ridge estimation of network models from time‐course omics data

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