|Breg||Regularize Bayesian predictive regression|
|coef.Breg||Extract VAR(1) and SUR coefficient and residual covariance...|
|cv.Breg||Select regularization parameters by cross-validation, AIC and...|
|cvCom||Compute MSE of predictions in a moving window|
|icCom||Compute AIC and BIC of VAR(1) model|
|path.Breg||Regularizaiton path of Bayesian predictive regression|
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