https://github.com/cran/graphicalVAR
Tip revision: fa7a75c3f3a4ddfe79aa31394ef4a489db8a5086 authored by Sacha Epskamp on 03 July 2016, 10:54:01 UTC
version 0.1.4
version 0.1.4
Tip revision: fa7a75c
NEWS
Changes in Version 0.1.4:
o 'graphicalVAR' again standardizes variables before running by default. Can be controlled using the 'scale' argument
o New arguments to 'graphicalVAR':
o deleteMissings
o penalize.diagonal
o lambda_min_kappa
o lambda_min_beta
o scale
o Added 'randomGVARmodel' function to simulate graphicalVAR model matrices
o Added unregularized estimation when both lambda_kappa = 0 and lambda_beta = 0
o Greatly updated the tuning parameter sequence generating algorithm. The sequence should now be better chosen. However, note that this change leads to different estimated networks as with previous graphicalVAR versions (as different LASSO tuning parameters are used)
o Added 'lbound' and 'ubound' arguments to graphicalVARsim
Changes in Version 0.1.3:
o graphicalVAR now only centers and does not standardize