Package: ragt2ridges
Type: Package
Title: Ridge Estimation of Vector Auto-Regressive (VAR) Processes
Version: 0.2.2
Date: 2016-09-17
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), rags2ridges (>= 2.0), gRbase, igraph
Imports: expm, fdrtool, graph, graphics, grDevices, marray, Matrix,
        methods, mvtnorm, RBGL, stats, utils
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2016-09-24 14:28:53 UTC; wessel
Repository: CRAN
Date/Publication: 2016-09-24 18:00:34
