SINGLE: Estimate sparse dynamic graphs using the Smooth Incremental Graphical Lasso Estimation (SINGLE) algorithm

This packages provides and implementation of the Smooth Incremental Graphical Lasso Estimation (SINGLE) which can be used to estimate dynamic networks from non-stationary time series data.

Version: 1.3
Depends: flsa, igraph, dse, Matrix, R (≥ 2.10.1)
Published: 2014-05-28
Author: Ricardo Pio Monti, Christoforos Anagnostopoulos and Giovanni Montana
Maintainer: Ricardo Pio Monti <ricardo.monti08 at>
License: GPL-2
NeedsCompilation: no
CRAN checks: SINGLE results


Reference manual: SINGLE.pdf
Vignettes: An R package for the SINGLE algorithm
Package source: SINGLE_1.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: SINGLE_1.3.tgz, r-oldrel: SINGLE_1.3.tgz
OS X Mavericks binaries: r-release: SINGLE_1.3.tgz
Old sources: SINGLE archive