var_enet: VAR ENET
In sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation
var_enet R Documentation
VAR ENET
Description
Estimate VAR using ENET penalty
Usage
var_enet(data, p, lambdas, opt)
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
Value
A glmnet object containing the fitted model.
sparsevar documentation built on Feb. 5, 2026, 1:07 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.
| var_enet | R Documentation |
VAR ENET
Description
Estimate VAR using ENET penalty
Usage
var_enet(data, p, lambdas, opt)
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 |
Value
A glmnet object containing the fitted model.
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.