Man pages for Jianeng/FinReg
Regularizing Bayesian Predictive Regressions

BregRegularize Bayesian predictive regression
coef.BregExtract VAR(1) and SUR coefficient and residual covariance...
cv.BregSelect regularization parameters by cross-validation, AIC and...
cvComCompute MSE of predictions in a moving window
icComCompute AIC and BIC of VAR(1) model
path.BregRegularizaiton path of Bayesian predictive regression
Jianeng/FinReg documentation built on Sept. 12, 2017, 12:02 a.m.