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

Package details

MaintainerGabriel Vasconcelos <gabrielrvsc@yahoo.com.br>
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("remotes")
remotes::install_github("gabrielrvsc/HDeconometrics")
gabrielrvsc/HDeconometrics documentation built on April 28, 2020, 7:12 a.m.