ragt2ridges (0.2.0)

Ridge Estimation of the Vector Auto-Regressive (VAR) Processes.

http://www.few.vu.nl/~wvanwie
http://cran.r-project.org/web/packages/ragt2ridges

Ridge maximum likelihood estimation of vector auto-regressive processes and supporting functions for their exploitation.

Maintainer: Wessel N. van Wieringen
Author(s): Wessel N. van Wieringen <w.vanwieringen@vumc.nl>

License: GPL (>= 2)

Uses: expm, fdrtool, graph, gRbase, igraph, Matrix, mvtnorm, rags2ridges, RBGL

Released about 4 years ago.