| MultiGlarmaVarSel-package | Variable Selection in Sparse Multivariate GLARMA Models | 
| grad_hess_L_eta | Gradient and Hessian of the log-likelihood with respect to eta | 
| grad_hess_L_gamma | Gradient and Hessian of the log-likelihood with respect to gamma | 
| MultiGlarmaVarSel | Variable Selection in Sparse Multivariate GLARMA Models | 
| NR_gamma | Newton-Raphson method for estimation of gamma | 
| variable_selection | Variable selection | 
| Y | Observation matrix Y |