icCom: Compute AIC and BIC of VAR(1) model
In Jianeng/FinReg: Regularizing Bayesian Predictive Regressions
Description
Usage
Arguments
See Also
Description
This function calculates the AIC and BIC of estimated VAR(1) model.
Usage
1
Arguments
x
x matrix as in Breg.
type
"aic", "bic".
lambda
See Breg.
gamma
See Breg.
alpha
See Breg.
T
Number of observations.
Time
See Breg.
See Also
Jianeng/FinReg documentation built on May 14, 2019, 8:41 a.m.
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Description Usage Arguments See Also
Description
This function calculates the AIC and BIC of estimated VAR(1) model.
Usage
1 |
Arguments
x |
x matrix as in |
type |
"aic", "bic". |
lambda |
See |
gamma |
See |
alpha |
See |
T |
Number of observations. |
Time |
See |
See Also
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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