k.index: Index of support for LARS algorithm when in high-dimensions
In TSdisaggregation: High-Dimensional Temporal Disaggregation
k.index R Documentation
Index of support for LARS algorithm when in high-dimensions
Description
This function prevents the support of beta becoming greater than n_l/2.
This heuristic approach prevents erratic values of BIC when in high-dimensions.
Usage
k.index(matrix, n_l)
TSdisaggregation documentation built on May 19, 2022, 1:06 a.m.
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| k.index | R Documentation |
Index of support for LARS algorithm when in high-dimensions
Description
This function prevents the support of beta becoming greater than n_l/2. This heuristic approach prevents erratic values of BIC when in high-dimensions.
Usage
k.index(matrix, n_l)
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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