dynamo

R package dynamo: Fit a Stochastic Dynamical Array Model to Array Data. An implementation of the method proposed in Lund and Hansen (2018) for fitting 3-dimensional dynamical array models. The implementation is based on the glamlasso package, see Lund et al. (2017) <doi:10.1080/10618600.2017.1279548>, for efficient design matrix free lasso regularized estimation in a generalized linear array model. The implementation uses a block relaxation scheme to fit each individual component in the model using functions from the glamlasso package.

References in zbMATH (referenced in 1 article )

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  1. Lund, Adam; Hansen, Niels Richard: Sparse network estimation for dynamical spatio-temporal array models (2019)