refit: Refit LASSO estimate into GLS
In TSdisaggregation: High-Dimensional Temporal Disaggregation
refit R Documentation
Refit LASSO estimate into GLS
Description
This function reduces the bias in LASSO estimates by re-fitting the
support back into GLS.
Usage
refit(X, Y, beta)
Arguments
X
Aggregated indicator series matrix that has been GLS rotated.
Y
Low-frequency response vector that has been GLS rotated.
beta
Estimate of beta from LARS algorithm for a certain lambda.
TSdisaggregation documentation built on May 19, 2022, 1:06 a.m.
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| refit | R Documentation |
Refit LASSO estimate into GLS
Description
This function reduces the bias in LASSO estimates by re-fitting the support back into GLS.
Usage
refit(X, Y, beta)
Arguments
X |
Aggregated indicator series matrix that has been GLS rotated. |
Y |
Low-frequency response vector that has been GLS rotated. |
beta |
Estimate of beta from LARS algorithm for a certain lambda. |
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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