Ridge Estimation of Vector Auto-Regressive (VAR) Processes

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Documentation for package ‘ragt2ridges’ version 0.3.4

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ragt2ridges-package Ridge Estimation of Vector Auto-Regressive (VAR) Processes
array2longitudinal Convert a time-series array to a longitudinal-object.
centerVAR1data Zero-centering of time-course data
CIGofVAR1 Conditional independence graphs of the VAR(1) model
CIGofVAR2 Conditional independence graphs of the VAR(2) model
cn2rna Time-course P53 pathway data
createA Generation of the VAR(1) autoregression coefficient matrix.
dataVAR1 Sample data from a VAR(1) model
dataVAR2 Sample data from a VAR(2) model
dataVARX1 Sample data from a VARX(1) model
evaluateVAR1fit Visualize the fit of a VAR(1) model
graphVAR1 Graphs of the temporal (or contemporaneous) relations implied by the VAR(1) model
graphVAR2 Graphs of the temporal (or contemporaneous) relations implied by the VAR(2) model
graphVARX1 Graphs of the temporal (or contemporaneous) relations implied by the VARX(1) model
hpvP53 Time-course P53 pathway data
hpvP53cn Time-course P53 pathway data
hpvP53mir Time-course P53 pathway data
hpvP53rna Time-course P53 pathway data
impulseResponseVAR1 Impulse response analysis of the VAR(1) model
impulseResponseVAR2 Impulse response analysis of the VAR(2) model
impulseResponseVARX1 Impulse response analysis of the VARX(1) model
loglikLOOCVcontourVAR1 Contourplot of LOOCV log-likelihood of VAR(1) model
loglikLOOCVcontourVAR1fused Contourplot of LOOCV log-likelihood of multiple VAR(1) models
loglikLOOCVcontourVAR2 Contourplot of LOOCV log-likelihood of the VAR(2) model
loglikLOOCVcontourVARX1 Contourplot of the LOOCV log-likelihood of VARX(1) model
loglikLOOCVVAR1 Leave-one-out (minus) cross-validated log-likelihood of VAR(1) model
loglikLOOCVVAR1fused Leave-one-out (minus) cross-validated log-likelihood of multiple VAR(1) models
loglikLOOCVVAR2 Leave-one-out (minus) cross-validated log-likelihood of VAR(2) model
loglikLOOCVVARX1 Leave-one-out (minus) cross-validated log-likelihood of VARX(1) model
loglikVAR1 Log-likelihood of the VAR(1) model.
longitudinal2array Convert a longitudinal object into an array.
mir2rna Time-course P53 pathway data
motifStatsVAR1 Network motif detection for the VAR(1) model.
mutualInfoVAR1 Mutual information analysis of the VAR(1) model
mutualInfoVAR2 Mutual information analysis of the VAR(2) model
nodeStatsVAR1 VAR(1) model node statistics
nodeStatsVAR2 VAR(2) model node statistics
optPenaltyVAR1 Automatic penalty parameter selection for the VAR(1) model.
optPenaltyVAR1fused Automatic penalty parameter selection for multiple VAR(1) models.
optPenaltyVAR2 Automatic penalty parameter selection for the VAR(2) model.
optPenaltyVARX1 Automatic penalty parameter selection for the VARX(1) model.
plotVAR1data Time series plot
pruneMotifStats Network motif list subsetting.
ragt2ridges Ridge Estimation of Vector Auto-Regressive (VAR) Processes
ridgePathVAR1 Visualize the ridge regularization paths of the parameters of the VAR(1) model
ridgeVAR1 Ridge ML estimation of the VAR(1) model
ridgeVAR1fused Fused ridge ML estimation of multiple VAR(1) model
ridgeVAR2 Ridge ML estimation of the VAR(2) model
ridgeVARX1 Ridge ML estimation of the VARX(1) model
sparsifyVAR1 Function that determines the support of autoregression parameter of the VARX(1) model.
sparsifyVAR2 Function that determines the support of autoregression parameters of the VAR(2) model.
sparsifyVARX1 Function that determines the support of (auto)regression parameters of the VARX(1) model.