Jianeng/FinReg: Regularizing Bayesian Predictive Regressions
This package implements a regularization method for VAR and SUR models and provides functions for regularization path plots.
Getting started
Browse package contents
Package details |
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| Author | Guanhao Feng, Nicholas G. Polson |
| Maintainer | Jianeng Xu <jianeng@uchicago.edu> |
| License | GPL-2 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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