Fit a Stochastic Dynamical Array Model to Array Data
Description
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) , 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.