R: Variable Selection in Sparse Multivariate GLARMA Models

# Variable Selection in Sparse Multivariate GLARMA Models

## Documentation for package ‘MultiGlarmaVarSel’ version 1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

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