Variable Selection in Sparse GLARMA Models

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Documentation for package ‘GlarmaVarSel’ version 1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

GlarmaVarSel-package	Variable Selection in Sparse GLARMA Models
GlarmaVarSel	Variable Selection in Sparse GLARMA Models
grad_hess_beta	Gradient and Hessian of the log-likelihood with respect to beta
grad_hess_gamma	Gradient and Hessian of the log-likelihood with respect to gamma
NR_gamma	Newton-Raphson method for estimation of gamma
variable_selection	Variable selection
Y	Observation matrix Y