MCS: This function finds the Model Confidence Set
In JasonZhang2333/GarchMidas: GarchMidas
Description
This function finds the Model Confidence Set
Usage
1
2
Arguments
Loss
data frame of loss function
alpha
confidence level
B
bootstrap times
statistic
"Tmax" or "TR"
JasonZhang2333/GarchMidas documentation built on Dec. 3, 2019, 12:47 a.m.
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Description
This function finds the Model Confidence Set
Usage
1 2 |
Arguments
Loss |
data frame of loss function |
alpha |
confidence level |
B |
bootstrap times |
statistic |
"Tmax" or "TR" |
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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