Description Usage Arguments Value

View source: R/VAR_lib_package_building.R

Fit a time-varying Ridge model for vector autoregressive data

1 | ```
ridvar_fit(it, X, lam, b)
``` |

`it` |
Specify the time point we are researching |

`X` |
T*d array which stores the data of the time series. T is the length of time and d is the dimension. |

`lam` |
penalty parameter |

`b` |
bandwidth |

Estimation of transition matrix at time it

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