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nets

swMATH ID: 36720
Software Authors: Christian Brownlees
Description: R package nets: Network Estimation for Time Series. Sparse VAR estimation based on LASSO.
Homepage: https://cran.r-project.org/web/packages/nets/index.html
Source Code:  https://github.com/cran/nets
Dependencies: R
Related Software: sparsevar; mgm; igraph; R; bigtime; LSVAR; fnets; BigVAR; fields; forecast; SparseTSCGM; mlVAR; graphicalVAR; gimme; vars; autovarCore; tnam; networkTomography; NetOrigin; hybridModels
Cited in: 0 Publications