| MultiGlarmaVarSel-package | Variable Selection in Sparse Multivariate GLARMA Models |
| grad_hess_L_eta | Gradient and Hessian of the log-likelihood with respect to eta |
| grad_hess_L_gamma | Gradient and Hessian of the log-likelihood with respect to gamma |
| MultiGlarmaVarSel | Variable Selection in Sparse Multivariate GLARMA Models |
| NR_gamma | Newton-Raphson method for estimation of gamma |
| variable_selection | Variable selection |
| Y | Observation matrix Y |