transform_data: Transform data
In sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation
transform_data R Documentation
Transform data
Description
Transform the input data
Usage
transform_data(data, p, opt)
Arguments
data
the data
p
the order of the VAR
opt
a list containing the options
Value
A list containing:
-
X: the design matrix for the VAR estimation
-
y: the response vector
-
series: the (possibly centered/scaled) data matrix
-
mu: the column means used for centering
sparsevar documentation built on Feb. 5, 2026, 1:07 a.m.
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| transform_data | R Documentation |
Transform data
Description
Transform the input data
Usage
transform_data(data, p, opt)
Arguments
data |
the data |
p |
the order of the VAR |
opt |
a list containing the options |
Value
A list containing:
-
X: the design matrix for the VAR estimation -
y: the response vector -
series: the (possibly centered/scaled) data matrix -
mu: the column means used for centering
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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