Nothing
## ---- include = FALSE---------------------------------------------------------
knitr::opts_chunk$set(
collapse = TRUE,
comment = ">"
)
## ----setup, message=FALSE, warning=FALSE--------------------------------------
# library(devtools)
# install_github("jmbh/mnet")
library(mnet)
## -----------------------------------------------------------------------------
data("ExampleData")
dim(ExampleData)
head(ExampleData)
## -----------------------------------------------------------------------------
set.seed(1) # reproducibility
timer <- proc.time()[3]
output <- mlVAR_GC(data = ExampleData,
vars = c("V1", "V2", "V3"),
idvar = "id",
groups = "group",
nCores = 1, # choose cores available on your machine
nP = 5, # Should be much more in practice, see preprint!
pbar = FALSE)
proc.time()[3] - timer
## -----------------------------------------------------------------------------
output$EmpDiffs
## -----------------------------------------------------------------------------
output$Pval
## ---- fig.align="center", fig.width=7, fig.height=5---------------------------
hist(output$SampDist$Lagged_fixed[1,2,],
xlim=c(-.5, .5), main="", xlab="Parameter Value")
abline(v=output$EmpDiffs$Lagged_fixed[1,2,], col="orange")
legend("topright", legend="Test-statistic", text.col="orange", bty="n")
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