Files in sparsevar

Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation

NEWS.md README.md R/fitVAR.R R/createSparseMatrix.R R/sparsevar.R R/fitVECM.R R/simulateVARX.R R/utilsVAR.R R/timeSlice.R R/plotMatrix.R R/fitVARX.R R/simulateVAR.R R/plotIRF.R R/impulseResponse.R R/utils.R inst/doc/using.Rmd inst/doc/using.R tests/testthat.R tests/testthat/testIsWorking.R tests/testthat/test_fit_paths.R vignettes/using.Rmd man/multiplot.Rd man/check_is_var.Rd man/error_bands_irf.Rd man/simulate_var.Rd man/frob_norm.Rd man/l1norm.Rd man/sparsevar.Rd man/plot_vecm.Rd man/max_norm.Rd man/bootstrapped_var.Rd man/fit_varx.Rd man/plot_matrix.Rd man/plot_irf.Rd man/l_infty_norm.Rd man/decompose_pi.Rd man/var_mcp.Rd man/spectral_radius.Rd man/var_enet.Rd man/fit_var.Rd man/plot_var.Rd man/compute_forecasts.Rd man/inform_crit.Rd man/create_sparse_matrix.Rd man/companion_var.Rd man/true_negative_rate.Rd man/test_granger.Rd man/spectral_norm.Rd man/simulate_varx.Rd man/var_scad.Rd man/fit_vecm.Rd man/impulse_response.Rd man/check_impulse_zero.Rd man/true_positive_rate.Rd man/plot_irf_grid.Rd man/transform_data.Rd man/accuracy.Rd man/l2norm.Rd