Package: ragt2ridges
Type: Package
Title: Ridge Estimation of the Vector Auto-Regressive (VAR) Processes
Version: 0.2.0
Date: 2016-05-19
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: http://www.few.vu.nl/~wvanwie
Depends: R (>= 2.15.1), rags2ridges (>= 2.0), gRbase, igraph
Imports: expm, fdrtool, graph, graphics, grDevices, marray, Matrix,
mvtnorm, RBGL, stats, utils
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2016-05-19 09:21:27 UTC; wessel
Repository: CRAN
Date/Publication: 2016-05-24 16:32:47
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