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