CIGofVAR1               Conditional independence graphs of the VAR(1)
                        model
CIGofVAR2               Conditional independence graphs of the VAR(2)
                        model
array2longitudinal      Convert a time-series array to a
                        longitudinal-object.
centerVAR1data          Zero-centering of time-course data
createA                 Generation of the VAR(1) autoregression
                        coefficient matrix.
dataVAR1                Sample data from a VAR(1) model
dataVAR2                Sample data from a VAR(2) model
dataVARX1               Sample data from a VARX(1) model
evaluateVAR1fit         Visualize the fit of a VAR(1) model
graphVAR1               Graphs of the temporal (or contemporaneous)
                        relations implied by the VAR(1) model
graphVAR2               Graphs of the temporal (or contemporaneous)
                        relations implied by the VAR(2) model
graphVARX1              Graphs of the temporal (or contemporaneous)
                        relations implied by the VARX(1) model
hpvP53                  Time-course P53 pathway data
impulseResponseVAR1     Impulse response analysis of the VAR(1) model
impulseResponseVAR2     Impulse response analysis of the VAR(2) model
impulseResponseVARX1    Impulse response analysis of the VARX(1) model
loglikLOOCVVAR1         Leave-one-out (minus) cross-validated
                        log-likelihood of VAR(1) model
loglikLOOCVVAR1fused    Leave-one-out (minus) cross-validated
                        log-likelihood of multiple VAR(1) models
loglikLOOCVVAR2         Leave-one-out (minus) cross-validated
                        log-likelihood of VAR(2) model
loglikLOOCVVARX1        Leave-one-out (minus) cross-validated
                        log-likelihood of VARX(1) model
loglikLOOCVcontourVAR1
                        Contourplot of LOOCV log-likelihood of VAR(1)
                        model
loglikLOOCVcontourVAR1fused
                        Contourplot of LOOCV log-likelihood of multiple
                        VAR(1) models
loglikLOOCVcontourVAR2
                        Contourplot of LOOCV log-likelihood of the
                        VAR(2) model
loglikLOOCVcontourVARX1
                        Contourplot of the LOOCV log-likelihood of
                        VARX(1) model
loglikVAR1              Log-likelihood of the VAR(1) model.
longitudinal2array      Convert a longitudinal object into an array.
motifStatsVAR1          Network motif detection for the VAR(1) model.
mutualInfoVAR1          Mutual information analysis of the VAR(1) model
mutualInfoVAR2          Mutual information analysis of the VAR(2) model
nodeStatsVAR1           VAR(1) model node statistics
nodeStatsVAR2           VAR(2) model node statistics
optPenaltyVAR1          Automatic penalty parameter selection for the
                        VAR(1) model.
optPenaltyVAR1fused     Automatic penalty parameter selection for
                        multiple VAR(1) models.
optPenaltyVAR2          Automatic penalty parameter selection for the
                        VAR(2) model.
optPenaltyVARX1         Automatic penalty parameter selection for the
                        VARX(1) model.
plotVAR1data            Time series plot
pruneMotifStats         Network motif list subsetting.
ragt2ridges-package     Ridge Estimation of Vector Auto-Regressive
                        (VAR) Processes
ridgePathVAR1           Visualize the ridge regularization paths of the
                        parameters of the VAR(1) model
ridgeVAR1               Ridge ML estimation of the VAR(1) model
ridgeVAR1fused          Fused ridge ML estimation of multiple VAR(1)
                        model
ridgeVAR2               Ridge ML estimation of the VAR(2) model
ridgeVARX1              Ridge ML estimation of the VARX(1) model
sparsifyVAR1            Function that determines the support of
                        autoregression parameter of the VARX(1) model.
sparsifyVAR2            Function that determines the support of
                        autoregression parameters of the VAR(2) model.
sparsifyVARX1           Function that determines the support of
                        (auto)regression parameters of the VARX(1)
                        model.
