Variable Selection in Sparse Multivariate GLARMA Models

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Documentation for package ‘MultiGlarmaVarSel’ version 1.0

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

Help Pages

MultiGlarmaVarSel-package	Variable Selection in Sparse Multivariate GLARMA Models
grad_hess_L_eta	Gradient and Hessian of the log-likelihood with respect to eta
grad_hess_L_gamma	Gradient and Hessian of the log-likelihood with respect to gamma
MultiGlarmaVarSel	Variable Selection in Sparse Multivariate GLARMA Models
NR_gamma	Newton-Raphson method for estimation of gamma
variable_selection	Variable selection
Y	Observation matrix Y