Nothing
## ---- eval=FALSE--------------------------------------------------------------
# install.packages("sparsevar", repos = "http://cran.us.r-project.org")
## ---- eval=FALSE--------------------------------------------------------------
# install.packages("devtools", repos = "http://cran.us.r-project.org")
# devtools::install_github("svazzole/sparsevar")
## -----------------------------------------------------------------------------
library(sparsevar)
## ---- cache = TRUE------------------------------------------------------------
set.seed(1)
sim <- simulateVAR(N = 20, p = 2)
## ---- cache = TRUE------------------------------------------------------------
fit <- fitVAR(sim$series, p = 2)
## -----------------------------------------------------------------------------
plotVAR(sim, fit)
## ---- eval=FALSE--------------------------------------------------------------
# irf <- impulseResponse(fit)
# eb <- errorBandsIRF(fit, irf)
## ---- eval=FALSE--------------------------------------------------------------
# results <- fitVAR(rets)
## ---- eval=FALSE--------------------------------------------------------------
# results <- fitVAR(rets, p = 3, penalty = "ENET", parallel = TRUE,
# ncores = 5, alpha = 0.95, type.measure = "mae",
# lambda = "lambda.1se")
## ---- eval = FALSE------------------------------------------------------------
# irf <- impulseResponse(fit)
# eb <- errorBandsIRF(fit, irf, verbose = FALSE)
# plotIRFGrid(irf, eb, indexes = c(11,20))
## ---- eval=FALSE--------------------------------------------------------------
# sim <- simulateVAR(N = 100, nobs = 250, rho = 0.75, sparsity = 0.05, method = "normal")
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.