ragt2ridges (0.2.4)

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

https://github.com/wvanwie/ragt2ridges
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: abind, expm, fdrtool, graph, gRbase, igraph, MASS, Matrix, mvtnorm, rags2ridges, RBGL

Released about 3 years ago.