DESCRIPTION

Package: loggle
Title: Local Group Graphical Lasso Estimation
Version: 1.0
Date: 2018-04-11
Author: Jilei Yang, Jie Peng
Maintainer: Jilei Yang <jlyang@ucdavis.edu>
Description: Provides a set of methods that learn time-varying graphical models based on data measured over a temporal grid. The underlying statistical model is motivated by the needs to describe and understand evolving interacting relationships among a set of random variables in many real applications, for instance the study of how stocks interact with each other and how such interactions change over time. The time-varying graphical models are estimated under the assumption that the graph topology changes gradually over time. For more details on estimating time-varying graphical models, please refer to: Yang, J. & Peng, J. (2018) <arXiv:1804.03811>.
Depends:
  R (>= 3.0.2)
Imports:
  Matrix (>= 1.2),
  doParallel (>= 1.0.8),
  foreach (>= 1.2.0),
  igraph (>= 0.7),
  glasso (>= 1.8),
  sm
Suggests:
  sparseMVN,
  matrixcalc,
  XML,
  RCurl,
  quantmod
License: GPL (>= 2)
NeedsCompilation: yes
URL: https://github.com/jlyang1990/loggle