var.lasso: Lasso-type estimator of VAR processes via 'l1'-regularised...
In Dom-Owens-UoB/fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
var.lasso R Documentation
Lasso-type estimator of VAR processes via l1-regularised M-estimation
Description
Lasso-type estimator of VAR processes via l1-regularised M-estimation
Usage
var.lasso(GG, gg, lambda, symmetric = "min", n.iter = 100, tol = 0)
Dom-Owens-UoB/fnets documentation built on Nov. 22, 2024, 7:09 a.m.
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| var.lasso | R Documentation |
Lasso-type estimator of VAR processes via l1-regularised M-estimation
Description
Lasso-type estimator of VAR processes via l1-regularised M-estimation
Usage
var.lasso(GG, gg, lambda, symmetric = "min", n.iter = 100, tol = 0)
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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