Files in VARshrink
Shrinkage Estimation Methods for Vector Autoregressive Models
MD5
README.md
NAMESPACE
DESCRIPTION
R/convPsi2varresult.R
R/Bcoef_sh.R
R/VARshrink.R
R/calcSSE_Acoef.R
R/roots_sh.R
R/lm_ShVAR_KCV.R
R/summary.varshrinkest.R
R/restrict_sh.R
R/lm_full_Bayes_SR.R
R/logLik.varshrinkest.R
R/irf.varshrinkest.R
R/summary.shrinklm.R
R/lm_semi_Bayes_PCV.R
R/serial.test_sh.R
R/shrinkVARcoef.R
R/stability_sh.R
R/print.varshsum.R
R/lm_multiv_ridge.R
R/causality_sh.R
R/Acoef_sh.R
R/Psi.varshrinkest.R
R/Phi.varshrinkest.R
R/createVARCoefs_ltriangular.R
R/simVARmodel.R
R/print.varshrinkest.R
inst/doc/article_html_varshrink.R
inst/doc/article_html_varshrink.html
inst/doc/article_html_varshrink.Rmd
build/vignette.rds
vignettes/table2_modeldemo.RData
vignettes/bibVARshrink.bib
vignettes/article_html_varshrink.Rmd
vignettes/table3_modelcomp.RData
man/summary.varshrinkest.Rd
man/createVARCoefs_ltriangular.Rd
man/lm_multiv_ridge.Rd
man/lm_semi_Bayes_PCV.Rd
man/summary.shrinklm.Rd
man/lm_full_Bayes_SR.Rd
man/simVARmodel.Rd
man/causality_sh.Rd
man/restrict_sh.Rd
man/lm_ShVAR_KCV.Rd
man/serial.test_sh.Rd
man/print.varshsum.Rd
man/logLik.varshrinkest.Rd
man/roots_sh.Rd
man/calcSSE_Acoef.Rd
man/irf.varshrinkest.Rd
man/stability_sh.Rd
man/VARshrink.Rd
man/Bcoef_sh.Rd
man/Acoef_sh.Rd
man/shrinkVARcoef.Rd
man/convPsi2varresult.Rd
man/print.varshrinkest.Rd
man/Phi.varshrinkest.Rd
