tvvarGAM: Fit the xxx model (gam)

In LauraBringmann/tvvarGAM: Estimates time-varying VAR model using GAM

Fit the xxx model (gam)

Description

tvvarGAM xxx.

Usage

tvvarGAM(
  data = NULL,
  nb = 10,
  consec = NULL,
  scale = FALSE,
  beepvar = NULL,
  dayvar = NULL,
  tvvarOpt = "TVVAR",
  thresholding = FALSE,
  pbar = TRUE
)

Arguments

data	An (nt\times nv) data matrix, or an object of class 'tvvarSIM'.
nb	xxx (default = 10).
consec	xxx (default = NULL).
scale	xxx (default = FALSE).
beepvar	xxx (default = NULL).
dayvar	xxx (default = NULL).
tvvarOpt	xxx (default = "TVVAR").
thresholding	xxx (default = FALSE).
pbar	xxx (default = TRUE).

Value

The function returns a list (an object of class tvvarGAM) with 3 elements:

call	xxx.
Results_GAM	xxx.
model	xxx.

Details

xxx.

Author(s)

Laura Bringmann, [e-mail]

References

\insertRef

RobertsLaughlin1996tvvarGAM

\insertRef

Robertsetal2000tvvarGAM

Examples

# Example 1 - xxx

# Example 2 - xxx

LauraBringmann/tvvarGAM documentation built on Sept. 2, 2023, 5:08 p.m.