| Name : R-hdiVAR
| |
| Version : 1.0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:26:51
|
| Group : Development/Libraries/Other
| Source RPM : R-hdiVAR-1.0.2-lp153.1.5.src.rpm
|
| Size : 0.12 MB
| |
| Packager : (none)
| |
| Summary : Statistical Inference for Noisy Vector Autoregression
|
Description :
The model is high-dimensional vector autoregression with measurement
error, also known as linear gaussian state-space model. Provable sparse
expectation-maximization algorithm is provided for the estimation of
transition matrix and noise variances. Global and simultaneous testings
are implemented for transition matrix with false discovery rate
control. For more information, see the accompanying paper: Lyu, X.,
Kang, J., & Li, L. (2023). \"Statistical inference for high-dimensional
vector autoregression with measurement error\", Statistica Sinica.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
