NBtsVarSel: Variable Selection in a Specific Regression Time Series of Counts

Performs variable selection in sparse negative binomial GLARMA (Generalised Linear Autoregressive Moving Average) models. For further details we refer the reader to the paper Gomtsyan (2023), <doi:10.48550/arXiv.2307.00929>.

Version: 1.0
Depends: R (≥ 3.5.0), Matrix, glmnet, stats, MASS, mpath, ggplot2
Suggests: knitr, markdown, formatR
Published: 2023-07-17
Author: Marina Gomtsyan [aut, cre]
Maintainer: Marina Gomtsyan <mgomtsian at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: NBtsVarSel results

Documentation:

Reference manual: NBtsVarSel.pdf
Vignettes: NBtsVarSel package

Downloads:

Package source: NBtsVarSel_1.0.tar.gz
Windows binaries: r-devel: NBtsVarSel_1.0.zip, r-release: NBtsVarSel_1.0.zip, r-oldrel: NBtsVarSel_1.0.zip
macOS binaries: r-release (arm64): NBtsVarSel_1.0.tgz, r-oldrel (arm64): NBtsVarSel_1.0.tgz, r-release (x86_64): NBtsVarSel_1.0.tgz, r-oldrel (x86_64): NBtsVarSel_1.0.tgz

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