restrict_sh: Restricted VAR
In VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models
Description
Usage
Arguments
See Also
Examples
Description
This is a modification of vars::restrict() for the class "varshrinkest".
Warning: THIS CODE IS NOT COMPLETE:
this function may raise an error because it ignores shrinkage
estimation.
Usage
1
restrict_sh(x, ...)
Arguments
x
An object of class "varshrinkest"
...
Other arguments to vars::restrict()
See Also
Examples
1
2
3
4
data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
restrict_sh(estim)
VARshrink documentation built on Oct. 9, 2019, 5:06 p.m.
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Description Usage Arguments See Also Examples
Description
This is a modification of vars::restrict() for the class "varshrinkest". Warning: THIS CODE IS NOT COMPLETE: this function may raise an error because it ignores shrinkage estimation.
Usage
1 | restrict_sh(x, ...)
|
Arguments
x |
An object of class "varshrinkest" |
... |
Other arguments to vars::restrict() |
See Also
Examples
1 2 3 4 | data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
restrict_sh(estim)
|
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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