fnets.glmnet: Implementing cv.glmnet for VAR estimation
In Dom-Owens-UoB/fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
fnets.glmnet R Documentation
Implementing cv.glmnet for VAR estimation
Description
Implementing cv.glmnet for VAR estimation
Usage
fnets.glmnet(
xx,
lambda = NULL,
var.order = 1,
tuning.args = list(tuning = c("cv", "bic"), n.folds = 1, penalty = NULL, path.length =
10),
n.cores = 1,
q = q
)
Dom-Owens-UoB/fnets documentation built on Nov. 22, 2024, 7:09 a.m.
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| fnets.glmnet | R Documentation |
Implementing cv.glmnet for VAR estimation
Description
Implementing cv.glmnet for VAR estimation
Usage
fnets.glmnet(
xx,
lambda = NULL,
var.order = 1,
tuning.args = list(tuning = c("cv", "bic"), n.folds = 1, penalty = NULL, path.length =
10),
n.cores = 1,
q = q
)
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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