IRFrf_gen: Generalized IRF
In common2016/VARrf: What the Package Does (One Line, Title Case)
Description
GIRF using LP method by
Usage
1
Arguments
pmax
max lag order where select a lag order which has minimum OOB MSE.
s
the horizon of IRF
d
the size of shock
Impulse Response Function by Random Forest
shockvar
a numeric scalor which denotes the shock variable.
common2016/VARrf documentation built on July 27, 2020, 2:41 a.m.
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Description
GIRF using LP method by
Usage
1 |
Arguments
pmax |
max lag order where select a lag order which has minimum OOB MSE. |
s |
the horizon of IRF |
d |
the size of shock Impulse Response Function by Random Forest |
shockvar |
a numeric scalor which denotes the shock variable. |
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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