https://github.com/wvanwie/ragt2ridges
Ridge Estimation of Vector Auto-Regressive (VAR) Processes
Science Score: 23.0%
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○CITATION.cff file
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✓DOI references
Found 5 DOI reference(s) in README -
✓Academic publication links
Links to: wiley.com -
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Low similarity (13.2%) to scientific vocabulary
Keywords
Repository
Ridge Estimation of Vector Auto-Regressive (VAR) Processes
Basic Info
- Host: GitHub
- Owner: wvanwie
- Language: R
- Default Branch: master
- Size: 5.98 MB
Statistics
- Stars: 5
- Watchers: 1
- Forks: 3
- Open Issues: 0
- Releases: 0
Topics
Metadata Files
README.md
ragt2ridges
The R-package ragt2ridges performs ridge maximum likelihood estimation of vector auto-regressive processes: the VAR(1) model (more to be added). Prior knowledge may be incorporated in the estimation through a) specification of the edges believed to be absent in the time series chain graph, and b) a shrinkage target towards which the parameter estimate is shrunken for large penalty parameter values. Estimation functionality is accompanied by methodology for penalty parameter selection.
In addition, the package offers supporting functionality for the exploitation of estimated models. Among others, i) a procedure to infer the support of the non-sparse ridge estimate (and thereby of the time series chain graph) is implemented, ii) a table of node-wise network summary statistics, iii) mutual information analysis, and iv) impulse response analysis.
Installation
The ragt2ridges package is available via
CRAN (Comprehensive R Archive Network) and can be installed from within R through:
R
install.packages("ragt2ridges")
After installation run news(package="ragt2ridges") for the latest changes to the ragt2ridges package.
Previous versions of ragt2ridges are available via the CRAN archive.
References
Publications related to ragt2ridges include:
- Miok, V., Wilting, S.M., & van Wieringen, W.N. (2017), "Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data". Biometrical Journal, 59(1): 172-191. (doi:10.1002/bimj.201500269).
- Miok, V., Wilting, S.M., & van Wieringen, W.N. (2018), "Ridge estimation of network models from time-course omics data", Biometrical Journal, (doi.org/10.1002/bimj.201700195).
- van Wieringen, W.N. (2018), "ragt2ridges: Ridge Estimation of Vector Auto-Regressive (VAR) Processes". R package, version 0.3.2
Please cite the relevant publications if you use ragt2ridges.
GitHub Events
Total
Last Year
Committers
Last synced: almost 3 years ago
All Time
- Total Commits: 83
- Total Committers: 1
- Avg Commits per committer: 83.0
- Development Distribution Score (DDS): 0.0
Top Committers
| Name | Commits | |
|---|---|---|
| Wessel N. van Wieringen | w****n@v****l | 83 |
Committer Domains (Top 20 + Academic)
Packages
- Total packages: 1
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Total downloads:
- cran 230 last-month
- Total dependent packages: 1
- Total dependent repositories: 0
- Total versions: 11
- Total maintainers: 1
cran.r-project.org: ragt2ridges
Ridge Estimation of Vector Auto-Regressive (VAR) Processes
- Homepage: https://github.com/wvanwie/ragt2ridges
- Documentation: http://cran.r-project.org/web/packages/ragt2ridges/ragt2ridges.pdf
- License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
- Status: removed
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Latest release: 0.3.4
published about 6 years ago
Rankings
Maintainers (1)
Dependencies
- R >= 2.15.1 depends
- igraph * depends
- rags2ridges * depends
- MASS * imports
- Matrix * imports
- abind * imports
- expm * imports
- fdrtool * imports
- grDevices * imports
- graphics * imports
- methods * imports
- mvtnorm * imports
- stats * imports
- Biobase * suggests
- CGHbase * suggests