var.dantzig: Dantzig selector-type estimator of VAR processes via...
In fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
var.dantzig R Documentation
Dantzig selector-type estimator of VAR processes via constrained l1-minimisation
Description
Dantzig selector-type estimator of VAR processes via constrained l1-minimisation
Usage
var.dantzig(GG, gg, lambda, symmetric = "min", n.cores = 1)
fnets documentation built on May 29, 2024, 8:42 a.m.
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| var.dantzig | R Documentation |
Dantzig selector-type estimator of VAR processes via constrained l1-minimisation
Description
Dantzig selector-type estimator of VAR processes via constrained l1-minimisation
Usage
var.dantzig(GG, gg, lambda, symmetric = "min", n.cores = 1)
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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