varMCP: VAR MCP
In sparsevar: Sparse VAR/VECM Models Estimation
Description
Estimate VAR using MCP penalty
Usage
1
Arguments
data
the data
p
the order of the VAR
lambdas
a vector containing the lambdas to be used in the fit
opt
a list containing the options
sparsevar documentation built on April 18, 2021, 9:08 a.m.
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.
Description
Estimate VAR using MCP penalty
Usage
1 |
Arguments
data |
the data |
p |
the order of the VAR |
lambdas |
a vector containing the lambdas to be used in the fit |
opt |
a list containing the options |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.