yw.cv: Cross validation for factor-adjusted VAR estimation
In Dom-Owens-UoB/fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
yw.cv R Documentation
Cross validation for factor-adjusted VAR estimation
Description
Cross validation for factor-adjusted VAR estimation
Usage
yw.cv(
xx,
method = c("lasso", "ds"),
lambda.max = NULL,
var.order = 1,
n.folds = 1,
path.length = 10,
q = 0,
fm.restricted = TRUE,
kern.bw = NULL,
n.cores = 1
)
Dom-Owens-UoB/fnets documentation built on Nov. 22, 2024, 7:09 a.m.
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| yw.cv | R Documentation |
Cross validation for factor-adjusted VAR estimation
Description
Cross validation for factor-adjusted VAR estimation
Usage
yw.cv(
xx,
method = c("lasso", "ds"),
lambda.max = NULL,
var.order = 1,
n.folds = 1,
path.length = 10,
q = 0,
fm.restricted = TRUE,
kern.bw = NULL,
n.cores = 1
)
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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