I wish to estimate sparse causal networks from simulated time series data. Although there's some discussion about this problem in the literature (at least a few authors have used lasso and l(1,2) regularization to enforce sparsity in multivariate autoregressive models, e.g., http://user.cs.tu-berlin.de/~nkraemer/papers/grplasso_causality.pdf), I can't find any R packages with these capabilities.
Has anyone in the R community experimented with such or put code out for this problem? Many thanks. John -- John M. Drake, Ph.D. Associate Professor University of Georgia Odum School of Ecology Athens, GA 30602-2202 phone: 706.583.5539 fax: 706.542.4819 email: jdr...@uga.edu skype: john.drake.uga web: http://dragonfly.ecology.uga.edu/drakelab [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
