search for: grplasso_causality

...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...