k.index: Index of support for LARS algorithm in high-dimensional...
In DisaggregateTS: High-Dimensional Temporal Disaggregation
k.index R Documentation
Index of support for LARS algorithm in high-dimensional settings
Description
This function returns the index where the support of beta coefficients exceeds n_l/2,
preventing the BIC from becoming erratic in high-dimensional scenarios.
Usage
k.index(coef_matrix, n_l)
Arguments
coef_matrix
A matrix of beta coefficients, where rows represent different models.
n_l
The length of the low-frequency response series.
Value
The index where the support of beta exceeds \eqn{n_l/2}, or the number of rows of the matrix if no such index is found.
DisaggregateTS documentation built on Oct. 31, 2024, 5:09 p.m.
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| k.index | R Documentation |
Index of support for LARS algorithm in high-dimensional settings
Description
This function returns the index where the support of beta coefficients exceeds n_l/2,
preventing the BIC from becoming erratic in high-dimensional scenarios.
Usage
k.index(coef_matrix, n_l)
Arguments
coef_matrix |
A matrix of beta coefficients, where rows represent different models. |
n_l |
The length of the low-frequency response series. |
Value
The index where the support of beta exceeds \eqn{n_l/2}, or the number of rows of the matrix if no such index is found.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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