Ridge Estimation of Vector Auto-Regressive (VAR) Processes

[Up] [Top]

Documentation for package ‘ragt2ridges’ version 0.2.4

Help Pages

ragt2ridges-package Ridge Estimation of Vector Auto-Regressive (VAR) Processes
array2longitudinal Convert a time-series array to a longitudinal-object.
centerVAR1data Zero-centering of time-course data
CIGofVAR1 Conditional independence graphs of the VAR(1) model
cn2rna Time-course P53 pathway data
createA Generation of the VAR(1) autoregressive coefficient matrix.
dataVAR1 Sample data from a VAR(1) model
evaluateVAR1fit Visualize the fit of a VAR(1) model
graphVAR1 Graphs of the temporal (or contemporaneous) relations implied by the VAR(1) model
hpvP53 Time-course P53 pathway data
hpvP53cn Time-course P53 pathway data
hpvP53mir Time-course P53 pathway data
hpvP53rna Time-course P53 pathway data
impulseResponseVAR1 Impulse response analysis of the VAR(1) model
loglikLOOCVcontourVAR1 Contourplot of LOOCV log-likelihood of VAR(1) model
loglikLOOCVVAR1 Leave-one-out (minus) cross-validated log-likelihood of VAR(1) model
loglikVAR1 Log-likelihood of the VAR(1) model.
longitudinal2array Convert a longitudinal object into an array.
mir2rna Time-course P53 pathway data
momentS Moments of the sample covariance matrix.
mutualInfoVAR1 Mutual information analysis of the VAR(1) model
nodeStatsVAR1 VAR(1) model node statistics
optPenaltyPchordal Automatic search for penalty parameter of ridge precision estimator with known chordal support
optPenaltyVAR1 Automatic penalty parameter selection for the VAR(1) model.
plotVAR1data Time series plot
ragt2ridges Ridge Estimation of Vector Auto-Regressive (VAR) Processes
ridgePathVAR1 Visualize the ridge regularization paths of the parameters of the VAR(1) model
ridgePchordal Ridge estimation for high-dimensional precision matrices with known chordal support
ridgeVAR1 Ridge ML estimation of the VAR(1) model
sparsifyVAR1 Function that determines the support of auto-regression parameter of the VARX(1) model.
support4ridgeP Support of the adjacency matrix to cliques and separators.