gabrielrvsc/HDeconometrics: Implementation of several econometric models in high-dimension.
Version 0.1.0

This packages contains a set of functions with methods for the following models: LASSO, Complete Subset Regressions, Boosting for time-series, bagging, VAR and Bayesian VAR.

Getting started

Package details

MaintainerGabriel Vasconcelos <[email protected]>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("gabrielrvsc/HDeconometrics")
gabrielrvsc/HDeconometrics documentation built on June 11, 2017, 12:29 a.m.