gabrielrvsc/HDeconometrics: Implementation of several econometric models in high-dimension.
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
Browse package contents
Package details |
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| Maintainer | Gabriel Vasconcelos <gabrielrvsc@yahoo.com.br> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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