Description sparsevar functions
It performs the estimation of the matrices of the models using penalized least squares methods such as LASSO, SCAD and MCP.
fitVAR
, fitVECM
, simulateVAR
, createSparseMatrix
,
plotMatrix
, plotVAR
, plotVECM
l2norm
, l1norm
, lInftyNorm
, maxNorm
, frobNorm
,
spectralRadius
, spectralNorm
, impulseResponse
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