2016 Software
R codes for "Sparse Vector Autoregressive Modeling" by Davis, Zang and Zheng (2016)
R codes for the following publication:
Davis, Richard A., Pengfei Zang, and Tian Zheng. "Sparse vector autoregressive modeling." Journal of Computational and Graphical Statistics 25.4 (2016): 1077-1096. DOI: 10.1080/10618600.2015.1092978
Files
- sparseVAR_code_public.zip application/zip 22.1 KB Download File
More About This Work
- Academic Units
- Statistics
- Published Here
- March 8, 2018
Related Items
- Supplement to:
- Sparse Vector Autoregressive Modeling